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BNP Paribas Call 480 ASME 21.06.2.../  DE000PN2YC02  /

Frankfurt Zert./BNP
2024-05-23  4:21:07 PM Chg.+3.650 Bid4:28:14 PM Ask4:28:14 PM Underlying Strike price Expiration date Option type
40.740EUR +9.84% 40.480
Bid Size: 3,500		 40.500
Ask Size: 3,500		 ASML HOLDING EO -... 480.00 EUR 2024-06-21 Call
 

Master data

WKN: PN2YC0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 480.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 37.55
Intrinsic value: 37.41
Implied volatility: 1.23
Historic volatility: 0.29
Parity: 37.41
Time value: 0.57
Break-even: 859.80
Moneyness: 1.78
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.45
Spread %: 1.20%
Delta: 0.97
Theta: -0.42
Omega: 2.18
Rho: 0.35
 

Quote data

Open: 38.680
High: 41.200
Low: 38.680
Previous Close: 37.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.67%
1 Month  
+11.74%
3 Months  
+3.98%
YTD  
+86.97%
1 Year  
+112.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 38.650 37.090
1M High / 1M Low: 38.730 33.700
6M High / 6M Low: 48.370 15.470
High (YTD): 2024-03-07 48.370
Low (YTD): 2024-01-04 17.640
52W High: 2024-03-07 48.370
52W Low: 2023-09-26 10.000
Avg. price 1W:   37.656
Avg. volume 1W:   0.000
Avg. price 1M:   36.986
Avg. volume 1M:   0.000
Avg. price 6M:   32.465
Avg. volume 6M:   52.419
Avg. price 1Y:   24.312
Avg. volume 1Y:   25.391
Volatility 1M:   53.96%
Volatility 6M:   78.87%
Volatility 1Y:   85.51%
Volatility 3Y:   -