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BNP Paribas Call 21 PHI1 21.06.20.../  DE000PN2HDY0  /

Frankfurt Zert./BNP
2024-05-31  9:20:23 PM Chg.-0.040 Bid9:51:04 PM Ask9:51:04 PM Underlying Strike price Expiration date Option type
0.390EUR -9.30% 0.400
Bid Size: 7,500		 0.450
Ask Size: 6,667		 KONINKL. PHILIPS EO ... 21.00 EUR 2024-06-21 Call
 

Master data

WKN: PN2HDY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 2024-06-21
Issue date: 2023-04-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.39
Implied volatility: 0.91
Historic volatility: 0.37
Parity: 0.39
Time value: 0.06
Break-even: 25.50
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 12.50%
Delta: 0.82
Theta: -0.04
Omega: 4.53
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.420
Low: 0.380
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month
  -7.14%
3 Months  
+1292.86%
YTD  
+105.26%
1 Year  
+178.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.390
1M High / 1M Low: 0.480 0.330
6M High / 6M Low: 0.480 0.002
High (YTD): 2024-05-17 0.480
Low (YTD): 2024-04-04 0.002
52W High: 2024-05-17 0.480
52W Low: 2024-04-04 0.002
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.148
Avg. volume 1Y:   0.000
Volatility 1M:   119.71%
Volatility 6M:   2,178.64%
Volatility 1Y:   1,543.80%
Volatility 3Y:   -