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BNP Paribas Call 110 AFX 21.06.20.../  DE000PN2E0J0  /

Frankfurt Zert./BNP
2024-05-17  9:20:22 PM Chg.-0.016 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.014EUR -53.33% 0.014
Bid Size: 10,000		 0.044
Ask Size: 10,000		 CARL ZEISS MEDITEC A... 110.00 EUR 2024-06-21 Call
 

Master data

WKN: PN2E0J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 161.42
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.31
Parity: -1.32
Time value: 0.06
Break-even: 110.60
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 2.99
Spread abs.: 0.03
Spread %: 100.00%
Delta: 0.13
Theta: -0.03
Omega: 20.34
Rho: 0.01
 

Quote data

Open: 0.027
High: 0.033
Low: 0.012
Previous Close: 0.030
Turnover: 66
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month
  -92.22%
3 Months
  -98.63%
YTD
  -97.67%
1 Year
  -99.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.014
1M High / 1M Low: 0.320 0.014
6M High / 6M Low: 1.610 0.014
High (YTD): 2024-03-14 1.610
Low (YTD): 2024-05-17 0.014
52W High: 2023-06-05 1.940
52W Low: 2024-05-17 0.014
Avg. price 1W:   0.024
Avg. volume 1W:   400
Avg. price 1M:   0.138
Avg. volume 1M:   95.238
Avg. price 6M:   0.638
Avg. volume 6M:   16.129
Avg. price 1Y:   0.728
Avg. volume 1Y:   9.922
Volatility 1M:   671.24%
Volatility 6M:   362.63%
Volatility 1Y:   295.59%
Volatility 3Y:   -