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BNP Paribas Call 130 AFX 20.12.20.../  DE000PN2E0M4  /

Frankfurt Zert./BNP
2024-05-31  9:20:17 PM Chg.-0.050 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
0.080EUR -38.46% 0.080
Bid Size: 10,000		 0.110
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: 76.95
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -4.54
Time value: 0.11
Break-even: 131.10
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 1.20
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.10
Theta: -0.01
Omega: 8.06
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.076
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -52.94%
1 Month
  -76.47%
3 Months
  -91.01%
YTD
  -80.95%
1 Year
  -93.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.080
1M High / 1M Low: 0.320 0.080
6M High / 6M Low: 1.230 0.080
High (YTD): 2024-03-14 1.230
Low (YTD): 2024-05-31 0.080
52W High: 2023-06-16 1.470
52W Low: 2023-10-26 0.075
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.515
Avg. volume 1Y:   21.816
Volatility 1M:   281.61%
Volatility 6M:   250.05%
Volatility 1Y:   222.81%
Volatility 3Y:   -