BNP Paribas Call 32 EUZ 20.09.202.../  DE000PN8VKL0  /

Frankfurt Zert./BNP
2024-06-03  12:21:10 PM Chg.+0.070 Bid1:02:18 PM Ask1:02:18 PM Underlying Strike price Expiration date Option type
1.500EUR +4.90% 1.500
Bid Size: 7,400
1.540
Ask Size: 7,400
ECKERT+ZIEGLER INH ... 32.00 - 2024-09-20 Call
 

Master data

WKN: PN8VKL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ECKERT+ZIEGLER INH O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.06
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.37
Implied volatility: 0.61
Historic volatility: 0.39
Parity: 1.37
Time value: 0.12
Break-even: 46.90
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.76%
Delta: 0.90
Theta: -0.02
Omega: 2.75
Rho: 0.08
 

Quote data

Open: 1.470
High: 1.510
Low: 1.460
Previous Close: 1.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.67%
1 Month  
+74.42%
3 Months  
+21.95%
YTD  
+21.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.300
1M High / 1M Low: 1.570 0.860
6M High / 6M Low: 1.640 0.490
High (YTD): 2024-01-29 1.640
Low (YTD): 2024-04-19 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   1.394
Avg. volume 1W:   0.000
Avg. price 1M:   1.282
Avg. volume 1M:   0.000
Avg. price 6M:   1.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.88%
Volatility 6M:   150.50%
Volatility 1Y:   -
Volatility 3Y:   -