OverviewChartNewsTraderScreen

BNP Paribas Call 10 FTK 20.12.202.../  DE000PN2E4W5  /

Frankfurt Zert./BNP
2024-05-24  9:20:37 PM Chg.+0.020 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
4.180EUR +0.48% 4.180
Bid Size: 718		 4.350
Ask Size: 690		 FLATEXDEGIRO AG NA O... 10.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2E4W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 4.22
Intrinsic value: 3.76
Implied volatility: 0.47
Historic volatility: 0.41
Parity: 3.76
Time value: 0.60
Break-even: 14.35
Moneyness: 1.38
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.17
Spread %: 4.07%
Delta: 0.87
Theta: 0.00
Omega: 2.75
Rho: 0.04
 

Quote data

Open: 4.120
High: 4.280
Low: 4.120
Previous Close: 4.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.43%
1 Month  
+58.33%
3 Months  
+151.81%
YTD  
+79.40%
1 Year  
+105.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.180 3.500
1M High / 1M Low: 4.180 2.940
6M High / 6M Low: 4.180 0.970
High (YTD): 2024-05-24 4.180
Low (YTD): 2024-03-11 0.970
52W High: 2024-05-24 4.180
52W Low: 2023-09-27 0.740
Avg. price 1W:   3.922
Avg. volume 1W:   0.000
Avg. price 1M:   3.484
Avg. volume 1M:   0.000
Avg. price 6M:   1.962
Avg. volume 6M:   0.000
Avg. price 1Y:   1.718
Avg. volume 1Y:   49.213
Volatility 1M:   76.54%
Volatility 6M:   160.16%
Volatility 1Y:   149.26%
Volatility 3Y:   -