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BNP Paribas Call 42 VBK 20.12.202.../  DE000PN7DHZ6  /

Frankfurt Zert./BNP
2024-06-05  2:21:04 PM Chg.+0.001 Bid2:44:20 PM Ask2:44:20 PM Underlying Strike price Expiration date Option type
0.028EUR +3.70% 0.028
Bid Size: 100,000		 0.100
Ask Size: 100,000		 VERBIO SE INH O.N. 42.00 EUR 2024-12-20 Call
 

Master data

WKN: PN7DHZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.22
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.54
Parity: -2.08
Time value: 0.10
Break-even: 43.00
Moneyness: 0.51
Premium: 1.03
Premium p.a.: 2.68
Spread abs.: 0.07
Spread %: 270.37%
Delta: 0.19
Theta: -0.01
Omega: 4.05
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.030
Low: 0.027
Previous Close: 0.027
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -15.15%
3 Months
  -31.71%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.027
1M High / 1M Low: 0.043 0.019
6M High / 6M Low: 0.330 0.019
High (YTD): 2024-01-02 0.250
Low (YTD): 2024-05-24 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   144
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.64%
Volatility 6M:   285.61%
Volatility 1Y:   -
Volatility 3Y:   -