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

EUWAX
2024-06-06  6:15:34 PM Chg.-0.003 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.073EUR -3.95% -
Bid Size: -		 -
Ask Size: -		 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: 0.080
High: 0.080
Low: 0.073
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.85%
1 Month
  -76.45%
3 Months
  -92.84%
YTD
  -82.62%
1 Year
  -94.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.069
1M High / 1M Low: 0.310 0.069
6M High / 6M Low: 1.230 0.069
High (YTD): 2024-03-14 1.230
Low (YTD): 2024-06-03 0.069
52W High: 2023-06-16 1.470
52W Low: 2024-06-03 0.069
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   1,343.200
Avg. price 1Y:   0.500
Avg. volume 1Y:   1,314.453
Volatility 1M:   285.86%
Volatility 6M:   240.51%
Volatility 1Y:   222.57%
Volatility 3Y:   -