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BNP Paribas Call 120 EW 20.12.202.../  DE000PN5BDB4  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.009 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.074EUR -10.84% 0.079
Bid Size: 10,000		 0.091
Ask Size: 10,000		 Edwards Lifesciences... 120.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BDB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 88.02
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -3.05
Time value: 0.09
Break-even: 111.52
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 15.19%
Delta: 0.11
Theta: -0.01
Omega: 9.92
Rho: 0.04
 

Quote data

Open: 0.082
High: 0.085
Low: 0.071
Previous Close: 0.083
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.33%
1 Month
  -6.33%
3 Months
  -43.08%
YTD
  -32.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.071
1M High / 1M Low: 0.120 0.071
6M High / 6M Low: 0.330 0.044
High (YTD): 2024-03-28 0.330
Low (YTD): 2024-01-24 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.09%
Volatility 6M:   288.80%
Volatility 1Y:   -
Volatility 3Y:   -