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BNP Paribas Call 95 DIS 21.06.202.../  DE000PN2K853  /

Frankfurt Zert./BNP
2024-06-07  9:50:22 PM Chg.+0.030 Bid9:59:48 PM Ask- Underlying Strike price Expiration date Option type
0.630EUR +5.00% 0.630
Bid Size: 27,500		 -
Ask Size: -		 Walt Disney Co 95.00 USD 2024-06-21 Call
 

Master data

WKN: PN2K85
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.23
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.57
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.57
Time value: 0.04
Break-even: 93.32
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.04
Omega: 13.55
Rho: 0.03
 

Quote data

Open: 0.600
High: 0.700
Low: 0.560
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.10%
1 Month
  -42.73%
3 Months
  -61.59%
YTD  
+18.87%
1 Year
  -45.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.600
1M High / 1M Low: 1.100 0.600
6M High / 6M Low: 2.730 0.450
High (YTD): 2024-04-02 2.730
Low (YTD): 2024-01-10 0.450
52W High: 2024-04-02 2.730
52W Low: 2023-10-27 0.360
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   1.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.978
Avg. volume 1Y:   0.000
Volatility 1M:   190.64%
Volatility 6M:   194.34%
Volatility 1Y:   164.57%
Volatility 3Y:   -