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

EUWAX
2024-06-07  8:24:31 AM Chg.0.00 Bid9:43:08 AM Ask9:43:08 AM Underlying Strike price Expiration date Option type
1.70EUR 0.00% 1.68
Bid Size: 7,300
1.72
Ask Size: 7,300
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: 2.78
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.63
Implied volatility: 0.65
Historic volatility: 0.39
Parity: 1.63
Time value: 0.11
Break-even: 49.40
Moneyness: 1.51
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.35%
Delta: 0.92
Theta: -0.02
Omega: 2.55
Rho: 0.08
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.72%
1 Month  
+80.85%
3 Months  
+97.67%
YTD  
+38.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.42
1M High / 1M Low: 1.70 0.92
6M High / 6M Low: 1.70 0.47
High (YTD): 2024-06-06 1.70
Low (YTD): 2024-04-19 0.47
52W High: - -
52W Low: - -
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.30%
Volatility 6M:   153.64%
Volatility 1Y:   -
Volatility 3Y:   -