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BNP Paribas Call 450 ASME 20.12.2.../  DE000PF9RT35  /

Frankfurt Zert./BNP
2024-05-10  9:20:23 PM Chg.+0.150 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
4.240EUR +3.67% 4.230
Bid Size: 8,200		 4.290
Ask Size: 8,200		 ASML HOLDING EO -... 450.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.05
Leverage: Yes

Calculated values

Fair value: 4.09
Intrinsic value: 3.98
Implied volatility: 0.52
Historic volatility: 0.30
Parity: 3.98
Time value: 0.16
Break-even: 864.00
Moneyness: 1.88
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 1.47%
Delta: 0.97
Theta: -0.10
Omega: 1.98
Rho: 2.48
 

Quote data

Open: 4.100
High: 4.250
Low: 4.100
Previous Close: 4.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.53%
1 Month
  -9.40%
3 Months
  -3.20%
YTD  
+64.98%
1 Year  
+114.14%
3 Years  
+200.71%
5 Years     -
10 Years     -
1W High / 1W Low: 4.110 3.980
1M High / 1M Low: 4.800 3.750
6M High / 6M Low: 5.200 1.950
High (YTD): 2024-03-07 5.200
Low (YTD): 2024-01-05 2.170
52W High: 2024-03-07 5.200
52W Low: 2023-09-26 1.370
Avg. price 1W:   4.072
Avg. volume 1W:   0.000
Avg. price 1M:   4.167
Avg. volume 1M:   26.190
Avg. price 6M:   3.475
Avg. volume 6M:   4.435
Avg. price 1Y:   2.736
Avg. volume 1Y:   2.148
Volatility 1M:   73.42%
Volatility 6M:   69.22%
Volatility 1Y:   72.85%
Volatility 3Y:   87.20%