BNP Paribas Call 48 VBK 20.12.202.../  DE000PN7DH15  /

EUWAX
2024-06-05  8:24:10 AM Chg.-0.005 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.012EUR -29.41% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 48.00 EUR 2024-12-20 Call
 

Master data

WKN: PN7DH1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 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: 0.01
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.54
Parity: -2.68
Time value: 0.10
Break-even: 49.00
Moneyness: 0.44
Premium: 1.31
Premium p.a.: 3.68
Spread abs.: 0.09
Spread %: 733.33%
Delta: 0.18
Theta: -0.01
Omega: 3.77
Rho: 0.02
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -40.00%
3 Months
  -60.00%
YTD
  -94.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.011
1M High / 1M Low: 0.022 0.007
6M High / 6M Low: 0.250 0.007
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-05-27 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   455.16%
Volatility 6M:   285.05%
Volatility 1Y:   -
Volatility 3Y:   -