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BNP Paribas Call 82 SIX2 21.06.20.../  DE000PN8W814  /

Frankfurt Zert./BNP
2024-05-23  11:20:58 AM Chg.-0.023 Bid11:26:27 AM Ask11:26:27 AM Underlying Strike price Expiration date Option type
0.077EUR -23.00% 0.080
Bid Size: 20,500		 0.100
Ask Size: 20,500		 SIXT SE ST O.N. 82.00 EUR 2024-06-21 Call
 

Master data

WKN: PN8W81
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 82.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.69
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.32
Parity: -0.31
Time value: 0.13
Break-even: 83.30
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.98
Spread abs.: 0.03
Spread %: 30.00%
Delta: 0.34
Theta: -0.04
Omega: 20.41
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.110
Low: 0.077
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -63.33%
1 Month
  -93.13%
3 Months
  -90.61%
YTD
  -96.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.100
1M High / 1M Low: 1.120 0.100
6M High / 6M Low: 2.250 0.100
High (YTD): 2024-01-02 2.190
Low (YTD): 2024-05-22 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   1.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   368.83%
Volatility 6M:   227.57%
Volatility 1Y:   -
Volatility 3Y:   -