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BNP Paribas Call 145 ORCL 21.06.2.../  DE000PN47RD5  /

Frankfurt Zert./BNP
2024-05-22  11:21:11 AM Chg.-0.005 Bid11:40:47 AM Ask11:40:47 AM Underlying Strike price Expiration date Option type
0.034EUR -12.82% 0.035
Bid Size: 50,000		 0.045
Ask Size: 50,000		 Oracle Corp 145.00 USD 2024-06-21 Call
 

Master data

WKN: PN47RD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Oracle Corp
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 244.31
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -1.88
Time value: 0.05
Break-even: 134.06
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 5.58
Spread abs.: 0.01
Spread %: 27.03%
Delta: 0.09
Theta: -0.03
Omega: 21.46
Rho: 0.01
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.039
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month  
+17.24%
3 Months
  -54.05%
YTD
  -46.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.038
1M High / 1M Low: 0.042 0.015
6M High / 6M Low: 0.270 0.015
High (YTD): 2024-03-20 0.270
Low (YTD): 2024-05-13 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   726.01%
Volatility 6M:   403.10%
Volatility 1Y:   -
Volatility 3Y:   -