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BNP Paribas Call 400 PPX 20.12.20.../  DE000PN8XRF3  /

EUWAX
2024-05-31  10:13:45 AM Chg.-0.013 Bid12:37:13 PM Ask12:37:13 PM Underlying Strike price Expiration date Option type
0.064EUR -16.88% 0.066
Bid Size: 100,000		 0.076
Ask Size: 100,000		 KERING S.A. INH. ... 400.00 EUR 2024-12-20 Call
 

Master data

WKN: PN8XRF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 400.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-27
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 33.40
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.79
Time value: 0.10
Break-even: 409.60
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 37.14%
Delta: 0.24
Theta: -0.07
Omega: 7.94
Rho: 0.37
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.00%
1 Month
  -41.82%
3 Months
  -89.33%
YTD
  -86.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.077
1M High / 1M Low: 0.120 0.077
6M High / 6M Low: 0.670 0.077
High (YTD): 2024-02-23 0.670
Low (YTD): 2024-05-30 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   681.818
Avg. price 6M:   0.336
Avg. volume 6M:   120
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.44%
Volatility 6M:   184.04%
Volatility 1Y:   -
Volatility 3Y:   -