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BNP Paribas Call 48 GM 21.06.2024/  DE000PN5A7N8  /

Frankfurt Zert./BNP
2024-06-03  12:50:36 PM Chg.+0.001 Bid1:00:21 PM Ask1:00:21 PM Underlying Strike price Expiration date Option type
0.014EUR +7.69% 0.013
Bid Size: 48,000		 0.091
Ask Size: 48,000		 General Motors Compa... 48.00 USD 2024-06-21 Call
 

Master data

WKN: PN5A7N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.56
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.26
Parity: -0.28
Time value: 0.09
Break-even: 45.14
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 4.62
Spread abs.: 0.08
Spread %: 550.00%
Delta: 0.31
Theta: -0.05
Omega: 14.27
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.016
Low: 0.007
Previous Close: 0.013
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+180.00%
1 Month
  -70.83%
3 Months
  -78.13%
YTD
  -61.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.001
1M High / 1M Low: 0.053 0.001
6M High / 6M Low: 0.140 0.001
High (YTD): 2024-04-03 0.140
Low (YTD): 2024-05-29 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,473.34%
Volatility 6M:   699.07%
Volatility 1Y:   -
Volatility 3Y:   -