OverviewChartNewsTraderScreen

BNP Paribas Call 250 AP3 17.01.20.../  DE000PN3Y2U8  /

Frankfurt Zert./BNP
2024-05-28  10:21:06 AM Chg.-0.050 Bid10:30:09 AM Ask10:29:57 AM Underlying Strike price Expiration date Option type
2.970EUR -1.66% 3.000
Bid Size: 1,400		 -
Ask Size: -		 AIR PROD. CHEM. ... 250.00 - 2025-01-17 Call
 

Master data

WKN: PN3Y2U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-05-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.91
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.64
Time value: 3.08
Break-even: 280.80
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.06
Spread %: 1.99%
Delta: 0.56
Theta: -0.08
Omega: 4.44
Rho: 0.68
 

Quote data

Open: 3.000
High: 3.000
Low: 2.970
Previous Close: 3.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.00%
1 Month  
+58.82%
3 Months  
+65.92%
YTD
  -32.81%
1 Year
  -43.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.020 2.900
1M High / 1M Low: 3.080 1.760
6M High / 6M Low: 4.420 1.000
High (YTD): 2024-01-02 4.410
Low (YTD): 2024-02-07 1.000
52W High: 2023-09-14 7.270
52W Low: 2024-02-07 1.000
Avg. price 1W:   2.978
Avg. volume 1W:   0.000
Avg. price 1M:   2.447
Avg. volume 1M:   0.000
Avg. price 6M:   2.703
Avg. volume 6M:   27.210
Avg. price 1Y:   4.348
Avg. volume 1Y:   13.231
Volatility 1M:   103.63%
Volatility 6M:   135.61%
Volatility 1Y:   113.30%
Volatility 3Y:   -