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BNP Paribas Call 250 NXPI 21.06.2.../  DE000PN5A9S3  /

Frankfurt Zert./BNP
2024-05-31  9:20:16 PM Chg.-0.260 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.930EUR -11.87% 2.190
Bid Size: 1,370		 2.230
Ask Size: 1,346		 NXP Semiconductors N... 250.00 USD 2024-06-21 Call
 

Master data

WKN: PN5A9S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.56
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 2.12
Implied volatility: 0.19
Historic volatility: 0.31
Parity: 2.12
Time value: 0.06
Break-even: 252.61
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.87%
Delta: 0.98
Theta: -0.04
Omega: 11.28
Rho: 0.13
 

Quote data

Open: 2.020
High: 2.240
Low: 1.610
Previous Close: 2.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.34%
1 Month  
+20.63%
3 Months  
+12.21%
YTD  
+50.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.190
1M High / 1M Low: 2.850 1.470
6M High / 6M Low: 2.850 0.330
High (YTD): 2024-05-27 2.850
Low (YTD): 2024-04-19 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   2.566
Avg. volume 1W:   0.000
Avg. price 1M:   2.061
Avg. volume 1M:   0.000
Avg. price 6M:   1.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.15%
Volatility 6M:   258.26%
Volatility 1Y:   -
Volatility 3Y:   -