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

EUWAX
2024-06-07  9:11:38 AM Chg.+0.23 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
4.59EUR +5.28% -
Bid Size: -		 -
Ask Size: -		 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: 4.59
High: 4.59
Low: 4.59
Previous Close: 4.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.99%
1 Month  
+31.90%
3 Months  
+363.64%
YTD  
+97.84%
1 Year  
+188.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.59 4.28
1M High / 1M Low: 4.59 3.37
6M High / 6M Low: 4.59 0.96
High (YTD): 2024-06-07 4.59
Low (YTD): 2024-03-11 0.96
52W High: 2024-06-07 4.59
52W Low: 2023-09-27 0.73
Avg. price 1W:   4.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.89
Avg. volume 1M:   0.00
Avg. price 6M:   2.13
Avg. volume 6M:   20
Avg. price 1Y:   1.81
Avg. volume 1Y:   79.98
Volatility 1M:   70.32%
Volatility 6M:   201.19%
Volatility 1Y:   171.37%
Volatility 3Y:   -