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BNP Paribas Call 15 DTE 20.12.202.../  DE000PD2K616  /

Frankfurt Zert./BNP
2024-05-07  11:20:44 AM Chg.-0.070 Bid11:35:51 AM Ask11:35:51 AM Underlying Strike price Expiration date Option type
7.080EUR -0.98% 7.050
Bid Size: 14,000		 7.070
Ask Size: 14,000		 DT.TELEKOM AG NA 15.00 - 2024-12-20 Call
 

Master data

WKN: PD2K61
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2022-03-07
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 7.10
Intrinsic value: 6.74
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 6.74
Time value: 0.45
Break-even: 22.19
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 0.56%
Delta: 0.96
Theta: 0.00
Omega: 2.90
Rho: 0.09
 

Quote data

Open: 7.170
High: 7.240
Low: 7.080
Previous Close: 7.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.87%
1 Month  
+0.85%
3 Months
  -5.85%
YTD  
+2.46%
1 Year
  -0.42%
3 Years     -
5 Years     -
1W High / 1W Low: 7.160 6.950
1M High / 1M Low: 7.610 6.370
6M High / 6M Low: 8.500 6.370
High (YTD): 2024-01-22 8.500
Low (YTD): 2024-04-17 6.370
52W High: 2024-01-22 8.500
52W Low: 2023-08-08 4.330
Avg. price 1W:   7.093
Avg. volume 1W:   0.000
Avg. price 1M:   6.955
Avg. volume 1M:   0.000
Avg. price 6M:   7.290
Avg. volume 6M:   0.000
Avg. price 1Y:   6.443
Avg. volume 1Y:   0.000
Volatility 1M:   59.56%
Volatility 6M:   38.05%
Volatility 1Y:   51.68%
Volatility 3Y:   -