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BNP Paribas Call 11 FTK 20.12.202.../  DE000PN2E4X3  /

Frankfurt Zert./BNP
2024-06-07  9:20:38 PM Chg.-0.050 Bid9:58:28 PM Ask9:58:28 PM Underlying Strike price Expiration date Option type
3.670EUR -1.34% 3.650
Bid Size: 822		 3.820
Ask Size: 786		 FLATEXDEGIRO AG NA O... 11.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2E4X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 3.21
Implied volatility: 0.43
Historic volatility: 0.41
Parity: 3.21
Time value: 0.61
Break-even: 14.82
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.17
Spread %: 4.66%
Delta: 0.85
Theta: 0.00
Omega: 3.17
Rho: 0.04
 

Quote data

Open: 3.730
High: 3.780
Low: 3.640
Previous Close: 3.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.67%
1 Month  
+45.06%
3 Months  
+464.62%
YTD  
+100.55%
1 Year  
+182.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.720 3.500
1M High / 1M Low: 3.720 2.530
6M High / 6M Low: 3.720 0.640
High (YTD): 2024-06-06 3.720
Low (YTD): 2024-03-11 0.640
52W High: 2024-06-06 3.720
52W Low: 2023-09-27 0.520
Avg. price 1W:   3.594
Avg. volume 1W:   0.000
Avg. price 1M:   3.129
Avg. volume 1M:   0.000
Avg. price 6M:   1.608
Avg. volume 6M:   0.000
Avg. price 1Y:   1.387
Avg. volume 1Y:   0.000
Volatility 1M:   66.72%
Volatility 6M:   191.66%
Volatility 1Y:   172.09%
Volatility 3Y:   -