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BNP Paribas Call 300 CDNS 21.06.2.../  DE000PZ09YJ2  /

Frankfurt Zert./BNP
2024-05-27  4:20:15 PM Chg.-0.010 Bid4:20:36 PM Ask4:20:36 PM Underlying Strike price Expiration date Option type
0.600EUR -1.64% 0.590
Bid Size: 5,085		 0.610
Ask Size: 4,919		 Cadence Design Syste... 300.00 USD 2024-06-21 Call
 

Master data

WKN: PZ09YJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.48
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.53
Time value: 0.61
Break-even: 282.69
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.43
Theta: -0.17
Omega: 18.98
Rho: 0.08
 

Quote data

Open: 0.600
High: 0.620
Low: 0.580
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.04%
3 Months
  -72.97%
YTD
  -56.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.550
1M High / 1M Low: 0.760 0.410
6M High / 6M Low: 3.460 0.410
High (YTD): 2024-03-21 3.460
Low (YTD): 2024-05-14 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   1.710
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.09%
Volatility 6M:   257.08%
Volatility 1Y:   -
Volatility 3Y:   -