BNP Paribas Call 30 MOR 20.12.2024
/ DE000PN4ZED0
BNP Paribas Call 30 MOR 20.12.202.../ DE000PN4ZED0 /
| 2024-04-29 8:12:57 AM |
Chg.-0.08 |
Bid10:29:17 AM |
Ask10:29:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.79EUR |
-2.07% |
-
Bid Size: - |
-
Ask Size: - |
MORPHOSYS AG O.N. |
30.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN4ZED |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.80 |
| Parity: |
3.79 |
| Time value: |
0.08 |
| Break-even: |
68.60 |
| Moneyness: |
2.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
1.75 |
| Rho: |
0.19 |
Quote data
| Open: |
3.79 |
| High: |
3.79 |
| Low: |
3.79 |
| Previous Close: |
3.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.56% |
| 1 Month |
|
|
+1.88% |
| 3 Months |
|
|
+139.87% |
| YTD |
|
|
+210.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.87 |
3.85 |
| 1M High / 1M Low: |
3.87 |
3.70 |
| 6M High / 6M Low: |
3.87 |
0.08 |
| High (YTD): |
2024-04-26 |
3.87 |
| Low (YTD): |
2024-01-12 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
12 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
9.31% |
| Volatility 6M: |
|
291.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
