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BNP Paribas Call 400 ASME 20.12.2.../  DE000PF9RT27  /

Frankfurt Zert./BNP
2024-05-22  7:20:37 PM Chg.-0.020 Bid7:55:04 PM Ask7:55:04 PM Underlying Strike price Expiration date Option type
4.600EUR -0.43% 4.570
Bid Size: 8,200		 4.630
Ask Size: 8,200		 ASML HOLDING EO -... 400.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 4.62
Intrinsic value: 4.54
Implied volatility: 0.54
Historic volatility: 0.29
Parity: 4.54
Time value: 0.11
Break-even: 865.00
Moneyness: 2.13
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 1.31%
Delta: 0.98
Theta: -0.07
Omega: 1.80
Rho: 2.17
 

Quote data

Open: 4.600
High: 4.670
Low: 4.600
Previous Close: 4.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.86%
1 Month  
+7.23%
3 Months
  -4.96%
YTD  
+52.82%
1 Year  
+67.88%
3 Years  
+164.37%
5 Years     -
10 Years     -
1W High / 1W Low: 4.710 4.580
1M High / 1M Low: 4.720 4.220
6M High / 6M Low: 5.670 2.360
High (YTD): 2024-03-07 5.670
Low (YTD): 2024-01-05 2.590
52W High: 2024-03-07 5.670
52W Low: 2023-09-26 1.720
Avg. price 1W:   4.630
Avg. volume 1W:   0.000
Avg. price 1M:   4.535
Avg. volume 1M:   0.000
Avg. price 6M:   4.064
Avg. volume 6M:   28.226
Avg. price 1Y:   3.217
Avg. volume 1Y:   13.672
Volatility 1M:   46.45%
Volatility 6M:   62.13%
Volatility 1Y:   63.78%
Volatility 3Y:   78.93%