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BNP Paribas Call 2400 CMG 17.01.2.../  DE000PN2HVN5  /

Frankfurt Zert./BNP
2024-04-26  9:50:24 PM Chg.+0.570 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
8.750EUR +6.97% 8.770
Bid Size: 5,000		 8.810
Ask Size: 5,000		 Chipotle Mexican Gri... 2,400.00 USD 2025-01-17 Call
 

Master data

WKN: PN2HVN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 7.37
Intrinsic value: 6.66
Implied volatility: 0.49
Historic volatility: 0.20
Parity: 6.66
Time value: 2.15
Break-even: 3,125.44
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 0.46%
Delta: 0.81
Theta: -0.77
Omega: 2.69
Rho: 10.82
 

Quote data

Open: 8.230
High: 8.860
Low: 8.100
Previous Close: 8.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+31.78%
3 Months  
+221.69%
YTD  
+237.84%
1 Year  
+254.25%
3 Years     -
5 Years     -
1W High / 1W Low: 8.750 6.520
1M High / 1M Low: 8.750 6.230
6M High / 6M Low: 8.750 1.470
High (YTD): 2024-04-26 8.750
Low (YTD): 2024-01-05 2.270
52W High: 2024-04-26 8.750
52W Low: 2023-10-13 1.120
Avg. price 1W:   7.368
Avg. volume 1W:   0.000
Avg. price 1M:   6.853
Avg. volume 1M:   0.000
Avg. price 6M:   3.940
Avg. volume 6M:   0.000
Avg. price 1Y:   3.014
Avg. volume 1Y:   0.000
Volatility 1M:   91.10%
Volatility 6M:   85.60%
Volatility 1Y:   95.22%
Volatility 3Y:   -