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

Frankfurt Zert./BNP
2024-06-07  9:20:38 PM Chg.-0.060 Bid9:58:28 PM Ask9:58:28 PM Underlying Strike price Expiration date Option type
4.510EUR -1.31% 4.490
Bid Size: 669		 4.660
Ask Size: 644		 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: 3.05
Leverage: Yes

Calculated values

Fair value: 4.59
Intrinsic value: 4.21
Implied volatility: 0.45
Historic volatility: 0.41
Parity: 4.21
Time value: 0.45
Break-even: 14.66
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.17
Spread %: 3.79%
Delta: 0.90
Theta: 0.00
Omega: 2.75
Rho: 0.04
 

Quote data

Open: 4.570
High: 4.620
Low: 4.480
Previous Close: 4.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.20%
1 Month  
+37.50%
3 Months  
+355.56%
YTD  
+93.56%
1 Year  
+181.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.570 4.330
1M High / 1M Low: 4.570 3.280
6M High / 6M Low: 4.570 0.970
High (YTD): 2024-06-06 4.570
Low (YTD): 2024-03-11 0.970
52W High: 2024-06-06 4.570
52W Low: 2023-09-27 0.740
Avg. price 1W:   4.428
Avg. volume 1W:   0.000
Avg. price 1M:   3.927
Avg. volume 1M:   0.000
Avg. price 6M:   2.136
Avg. volume 6M:   0.000
Avg. price 1Y:   1.819
Avg. volume 1Y:   48.828
Volatility 1M:   56.53%
Volatility 6M:   158.64%
Volatility 1Y:   148.14%
Volatility 3Y:   -