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BNP Paribas Call 140 AFX 20.12.20.../  DE000PN2E0P7  /

EUWAX
2024-05-31  6:09:23 PM Chg.-0.029 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.043EUR -40.28% -
Bid Size: -		 -
Ask Size: -		 CARL ZEISS MEDITEC A... 140.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2E0P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 112.87
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -5.54
Time value: 0.08
Break-even: 140.75
Moneyness: 0.60
Premium: 0.66
Premium p.a.: 1.51
Spread abs.: 0.03
Spread %: 63.04%
Delta: 0.07
Theta: -0.01
Omega: 8.32
Rho: 0.03
 

Quote data

Open: 0.062
High: 0.062
Low: 0.042
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.00%
1 Month
  -74.71%
3 Months
  -93.48%
YTD
  -87.35%
1 Year
  -96.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.043
1M High / 1M Low: 0.180 0.043
6M High / 6M Low: 0.870 0.043
High (YTD): 2024-03-14 0.870
Low (YTD): 2024-05-31 0.043
52W High: 2023-06-05 1.180
52W Low: 2024-05-31 0.043
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   5.906
Volatility 1M:   331.12%
Volatility 6M:   250.01%
Volatility 1Y:   219.21%
Volatility 3Y:   -