BNP Paribas Call 130 AFX 20.12.2024
/ DE000PN2E0M4
BNP Paribas Call 130 AFX 20.12.20.../ DE000PN2E0M4 /
2024-06-06 9:20:12 PM |
Chg.-0.003 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.075EUR |
-3.85% |
0.075 Bid Size: 10,000 |
0.100 Ask Size: 10,000 |
CARL ZEISS MEDITEC A... |
130.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PN2E0M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CARL ZEISS MEDITEC AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-24 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
77.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.31 |
Parity: |
-4.52 |
Time value: |
0.11 |
Break-even: |
131.10 |
Moneyness: |
0.65 |
Premium: |
0.55 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.03 |
Spread %: |
42.86% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
8.08 |
Rho: |
0.04 |
Quote data
Open: |
0.077 |
High: |
0.080 |
Low: |
0.073 |
Previous Close: |
0.078 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-92.27% |
YTD |
|
|
-82.14% |
1 Year |
|
|
-94.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.068 |
1M High / 1M Low: |
0.300 |
0.068 |
6M High / 6M Low: |
1.230 |
0.068 |
High (YTD): |
2024-03-14 |
1.230 |
Low (YTD): |
2024-06-03 |
0.068 |
52W High: |
2023-06-16 |
1.470 |
52W Low: |
2024-06-03 |
0.068 |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.157 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.495 |
Avg. volume 1Y: |
|
21.496 |
Volatility 1M: |
|
281.53% |
Volatility 6M: |
|
242.39% |
Volatility 1Y: |
|
223.37% |
Volatility 3Y: |
|
- |