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BNP Paribas Call 110 SY1 20.09.20.../  DE000PN95Y46  /

Frankfurt Zert./BNP
2024-06-05  8:50:21 AM Chg.+0.010 Bid9:09:35 AM Ask9:09:35 AM Underlying Strike price Expiration date Option type
0.670EUR +1.52% 0.690
Bid Size: 16,000		 0.700
Ask Size: 16,000		 SYMRISE AG INH. O.N. 110.00 - 2024-09-20 Call
 

Master data

WKN: PN95Y4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-09-20
Issue date: 2023-10-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 19.11
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.11
Time value: 0.57
Break-even: 115.70
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.53
Theta: -0.03
Omega: 10.13
Rho: 0.15
 

Quote data

Open: 0.660
High: 0.670
Low: 0.660
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.73%
1 Month  
+148.15%
3 Months  
+123.33%
YTD  
+45.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.490
1M High / 1M Low: 0.660 0.240
6M High / 6M Low: 0.830 0.230
High (YTD): 2024-03-25 0.830
Low (YTD): 2024-01-23 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.83%
Volatility 6M:   168.39%
Volatility 1Y:   -
Volatility 3Y:   -