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

Frankfurt Zert./BNP
2024-06-06  9:20:20 PM Chg.-0.030 Bid9:24:07 PM Ask9:24:07 PM Underlying Strike price Expiration date Option type
0.310EUR -8.82% 0.310
Bid Size: 9,678		 0.360
Ask Size: 8,334		 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: 6.39
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.90
Historic volatility: 0.37
Parity: 0.33
Time value: 0.05
Break-even: 24.80
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 15.15%
Delta: 0.81
Theta: -0.04
Omega: 5.21
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.330
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month
  -16.22%
3 Months  
+785.71%
YTD  
+63.16%
1 Year  
+138.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.480 0.310
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:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   122.99%
Volatility 6M:   2,178.57%
Volatility 1Y:   1,543.89%
Volatility 3Y:   -