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BNP Paribas Call 1200 PGHN 20.09..../  DE000PN8TP99  /

Frankfurt Zert./BNP
2024-05-23  10:21:25 AM Chg.-0.080 Bid10:39:34 AM Ask10:39:34 AM Underlying Strike price Expiration date Option type
0.930EUR -7.92% 0.930
Bid Size: 17,500		 0.950
Ask Size: 17,500		 PARTNERS GROUP N 1,200.00 CHF 2024-09-20 Call
 

Master data

WKN: PN8TP9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PARTNERS GROUP N
Type: Warrant
Option type: Call
Strike price: 1,200.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.39
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.53
Implied volatility: 0.22
Historic volatility: 0.28
Parity: 0.53
Time value: 0.49
Break-even: 1,312.85
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.69
Theta: -0.32
Omega: 8.54
Rho: 2.53
 

Quote data

Open: 0.990
High: 0.990
Low: 0.930
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month  
+3.33%
3 Months
  -29.55%
YTD
  -28.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.010
1M High / 1M Low: 1.140 0.660
6M High / 6M Low: 1.630 0.550
High (YTD): 2024-03-13 1.630
Low (YTD): 2024-01-17 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   1.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   1.086
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.01%
Volatility 6M:   138.65%
Volatility 1Y:   -
Volatility 3Y:   -