OverviewChartNewsTraderScreen

BNP Paribas Call 11.5 FTK 21.06.2.../  DE000PN2E4P9  /

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
2.270EUR +1.79% -
Bid Size: -		 -
Ask Size: -		 FLATEXDEGIRO AG NA O... 11.50 EUR 2024-06-21 Call
 

Master data

WKN: PN2E4P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.64
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 2.26
Implied volatility: 0.62
Historic volatility: 0.41
Parity: 2.26
Time value: 0.19
Break-even: 13.94
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.17
Spread %: 7.49%
Delta: 0.88
Theta: -0.01
Omega: 4.94
Rho: 0.01
 

Quote data

Open: 2.180
High: 2.370
Low: 2.180
Previous Close: 2.230
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+44.59%
1 Month  
+138.95%
3 Months  
+467.50%
YTD  
+127.00%
1 Year  
+104.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.270 1.570
1M High / 1M Low: 2.270 1.120
6M High / 6M Low: 2.270 0.020
High (YTD): 2024-05-24 2.270
Low (YTD): 2024-04-04 0.020
52W High: 2024-05-24 2.270
52W Low: 2024-04-04 0.020
Avg. price 1W:   2.004
Avg. volume 1W:   0.000
Avg. price 1M:   1.593
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.638
Avg. volume 1Y:   0.000
Volatility 1M:   169.02%
Volatility 6M:   1,301.71%
Volatility 1Y:   932.95%
Volatility 3Y:   -