OverviewChartNewsTraderScreen

BNP Paribas Call 23 PHI1 21.06.20.../  DE000PN4Z8L2  /

EUWAX
2024-05-17  8:12:52 AM Chg.0.000 Bid5:11:26 PM Ask5:11:26 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.300
Bid Size: 20,000		 0.320
Ask Size: 20,000		 KONINKL. PHILIPS EO ... 23.00 EUR 2024-06-21 Call
 

Master data

WKN: PN4Z8L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 23.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.24
Implied volatility: 0.33
Historic volatility: 0.37
Parity: 0.24
Time value: 0.03
Break-even: 25.70
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.85
Theta: -0.01
Omega: 8.04
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+7900.00%
3 Months  
+2081.82%
YTD  
+140.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.320 0.001
6M High / 6M Low: 0.320 0.001
High (YTD): 2024-04-29 0.320
Low (YTD): 2024-04-19 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54,853.17%
Volatility 6M:   22,138.25%
Volatility 1Y:   -
Volatility 3Y:   -