BNP Paribas Call 220 CDNS 21.06.2.../  DE000PN7B1R9  /

Frankfurt Zert./BNP
2024-04-16  9:50:42 PM Chg.-0.060 Bid9:59:50 PM Ask- Underlying Strike price Expiration date Option type
7.920EUR -0.75% -
Bid Size: -
-
Ask Size: -
Cadence Design Syste... 220.00 - 2024-06-21 Call
 

Master data

WKN: PN7B1R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-04-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 3.62
Implied volatility: 1.72
Historic volatility: 0.26
Parity: 3.62
Time value: 4.36
Break-even: 299.80
Moneyness: 1.16
Premium: 0.17
Premium p.a.: 2.15
Spread abs.: 0.10
Spread %: 1.27%
Delta: 0.71
Theta: -0.57
Omega: 2.29
Rho: 0.14
 

Quote data

Open: 7.980
High: 7.990
Low: 7.530
Previous Close: 7.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.04%
3 Months  
+1.67%
YTD  
+34.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 8.700 7.920
6M High / 6M Low: 9.860 4.250
High (YTD): 2024-03-21 9.860
Low (YTD): 2024-01-05 4.250
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   8.372
Avg. volume 1M:   27.273
Avg. price 6M:   6.955
Avg. volume 6M:   2.632
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.63%
Volatility 6M:   93.56%
Volatility 1Y:   -
Volatility 3Y:   -