BNP Paribas Call 40 MOR 20.12.2024
/ DE000PN4ZEH1
BNP Paribas Call 40 MOR 20.12.202.../ DE000PN4ZEH1 /
| 2024-04-29 4:05:23 PM |
Chg.-0.17 |
Bid4:16:54 PM |
Ask4:16:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
-5.52% |
2.91
Bid Size: 13,250 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN4ZEH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.80 |
| Parity: |
2.79 |
| Time value: |
0.30 |
| Break-even: |
70.80 |
| Moneyness: |
1.70 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
2.00 |
| Rho: |
0.20 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
2.90 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
+1.75% |
| 3 Months |
|
|
+157.52% |
| YTD |
|
|
+242.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
3.06 |
| 1M High / 1M Low: |
3.08 |
2.84 |
| 6M High / 6M Low: |
3.08 |
0.01 |
| High (YTD): |
2024-04-26 |
3.08 |
| Low (YTD): |
2024-01-12 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14.08% |
| Volatility 6M: |
|
2,657.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
