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BNP Paribas Call 88 SIX2 21.06.20.../  DE000PN76X24  /

Frankfurt Zert./BNP
2024-05-23  2:20:56 PM Chg.-0.002 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.006EUR -25.00% 0.006
Bid Size: 30,000		 0.031
Ask Size: 30,000		 SIXT SE ST O.N. 88.00 EUR 2024-06-21 Call
 

Master data

WKN: PN76X2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 88.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 219.17
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.32
Parity: -0.91
Time value: 0.04
Break-even: 88.36
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 3.16
Spread abs.: 0.03
Spread %: 350.00%
Delta: 0.11
Theta: -0.02
Omega: 25.02
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.009
Low: 0.004
Previous Close: 0.008
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -85.00%
1 Month
  -99.10%
3 Months
  -98.75%
YTD
  -99.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.008
1M High / 1M Low: 0.670 0.008
6M High / 6M Low: 1.760 0.008
High (YTD): 2024-01-02 1.710
Low (YTD): 2024-05-22 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.779
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   455.57%
Volatility 6M:   304.64%
Volatility 1Y:   -
Volatility 3Y:   -