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BNP Paribas Call 10.5 FTK 21.06.2.../  DE000PN2E4M6  /

Frankfurt Zert./BNP
2024-05-24  9:20:46 PM Chg.+0.040 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
3.240EUR +1.25% 3.240
Bid Size: 926		 3.410
Ask Size: 880		 FLATEXDEGIRO AG NA O... 10.50 EUR 2024-06-21 Call
 

Master data

WKN: PN2E4M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 3.26
Implied volatility: 0.79
Historic volatility: 0.41
Parity: 3.26
Time value: 0.16
Break-even: 13.91
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.17
Spread %: 5.25%
Delta: 0.92
Theta: -0.01
Omega: 3.69
Rho: 0.01
 

Quote data

Open: 3.150
High: 3.340
Low: 3.150
Previous Close: 3.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.73%
1 Month  
+102.50%
3 Months  
+383.58%
YTD  
+110.39%
1 Year  
+126.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.240 2.520
1M High / 1M Low: 3.240 1.600
6M High / 6M Low: 3.240 0.250
High (YTD): 2024-05-24 3.240
Low (YTD): 2024-03-19 0.250
52W High: 2024-05-24 3.240
52W Low: 2024-03-19 0.250
Avg. price 1W:   2.966
Avg. volume 1W:   0.000
Avg. price 1M:   2.450
Avg. volume 1M:   0.000
Avg. price 6M:   1.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.992
Avg. volume 1Y:   0.000
Volatility 1M:   160.55%
Volatility 6M:   367.06%
Volatility 1Y:   292.32%
Volatility 3Y:   -