BNP Paribas Call 150 DB1 19.12.2025
/ DE000PN64U05
BNP Paribas Call 150 DB1 19.12.20.../ DE000PN64U05 /
| 2024-06-03 9:11:44 AM |
Chg.+0.22 |
Bid10:40:51 AM |
Ask10:40:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
+5.29% |
4.37
Bid Size: 15,000 |
4.41
Ask Size: 15,000 |
DEUTSCHE BOERSE NA O... |
150.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PN64U0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
3.29 |
| Time value: |
1.15 |
| Break-even: |
194.40 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
1.37% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.61 |
| Rho: |
1.79 |
Quote data
| Open: |
4.38 |
| High: |
4.38 |
| Low: |
4.38 |
| Previous Close: |
4.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.68% |
| 1 Month |
|
|
+2.82% |
| 3 Months |
|
|
-13.78% |
| YTD |
|
|
-5.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.41 |
3.86 |
| 1M High / 1M Low: |
4.59 |
3.86 |
| 6M High / 6M Low: |
5.18 |
3.86 |
| High (YTD): |
2024-02-29 |
5.18 |
| Low (YTD): |
2024-05-29 |
3.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.67% |
| Volatility 6M: |
|
51.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
