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

EUWAX
2024-05-24  10:11:24 AM Chg.-1.75 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
38.92EUR -4.30% -
Bid Size: -		 -
Ask Size: -		 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: 2.16
Leverage: Yes

Calculated values

Fair value: 40.18
Intrinsic value: 40.05
Implied volatility: 1.43
Historic volatility: 0.29
Parity: 40.05
Time value: 0.77
Break-even: 888.20
Moneyness: 1.83
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.46
Spread %: 1.14%
Delta: 0.96
Theta: -0.59
Omega: 2.07
Rho: 0.32
 

Quote data

Open: 38.92
High: 38.92
Low: 38.92
Previous Close: 40.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.22%
1 Month  
+5.82%
3 Months  
+0.03%
YTD  
+77.55%
1 Year  
+62.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 40.67 37.30
1M High / 1M Low: 40.67 33.88
6M High / 6M Low: 47.91 15.41
High (YTD): 2024-03-08 47.91
Low (YTD): 2024-01-05 17.41
52W High: 2024-03-08 47.91
52W Low: 2023-09-26 10.12
Avg. price 1W:   38.68
Avg. volume 1W:   0.00
Avg. price 1M:   37.28
Avg. volume 1M:   0.00
Avg. price 6M:   32.74
Avg. volume 6M:   76.61
Avg. price 1Y:   24.43
Avg. volume 1Y:   37.25
Volatility 1M:   56.32%
Volatility 6M:   73.47%
Volatility 1Y:   77.01%
Volatility 3Y:   -