BNP Paribas Call 56 FRA 21.06.2024
/ DE000PN4ZAM9
BNP Paribas Call 56 FRA 21.06.202.../ DE000PN4ZAM9 /
15/05/2024 11:05:49 |
Chg.+0.006 |
Bid15/05/2024 |
Ask15/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
+21.43% |
0.034 Bid Size: 30,000 |
0.044 Ask Size: 30,000 |
FRAPORT AG FFM.AIRPO... |
56.00 EUR |
21/06/2024 |
Call |
Master data
WKN: |
PN4ZAM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
20/06/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
117.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.29 |
Parity: |
-0.54 |
Time value: |
0.04 |
Break-even: |
56.43 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
1.93 |
Spread abs.: |
0.02 |
Spread %: |
53.57% |
Delta: |
0.17 |
Theta: |
-0.02 |
Omega: |
20.06 |
Rho: |
0.01 |
Quote data
Open: |
0.027 |
High: |
0.034 |
Low: |
0.027 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+70.00% |
1 Month |
|
|
+61.90% |
3 Months |
|
|
-85.22% |
YTD |
|
|
-92.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.009 |
1M High / 1M Low: |
0.029 |
0.009 |
6M High / 6M Low: |
0.610 |
0.009 |
High (YTD): |
09/01/2024 |
0.480 |
Low (YTD): |
10/05/2024 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.256 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
618.05% |
Volatility 6M: |
|
328.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |