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

EUWAX
2024-06-06  10:29:38 AM Chg.+6.64 Bid10:56:45 AM Ask10:56:45 AM Underlying Strike price Expiration date Option type
48.57EUR +15.84% 48.16
Bid Size: 3,500		 48.20
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: 1.98
Leverage: Yes

Calculated values

Fair value: 46.43
Intrinsic value: 46.36
Implied volatility: 2.39
Historic volatility: 0.30
Parity: 46.36
Time value: 1.24
Break-even: 956.00
Moneyness: 1.97
Premium: 0.01
Premium p.a.: 0.37
Spread abs.: 0.52
Spread %: 1.10%
Delta: 0.95
Theta: -1.62
Omega: 1.88
Rho: 0.17
 

Quote data

Open: 48.57
High: 48.57
Low: 48.57
Previous Close: 41.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.22%
1 Month  
+36.16%
3 Months  
+13.38%
YTD  
+121.58%
1 Year  
+121.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 41.93 39.73
1M High / 1M Low: 42.21 35.67
6M High / 6M Low: 47.91 17.41
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:   40.58
Avg. volume 1W:   0.00
Avg. price 1M:   38.83
Avg. volume 1M:   0.00
Avg. price 6M:   34.15
Avg. volume 6M:   76
Avg. price 1Y:   24.97
Avg. volume 1Y:   37.11
Volatility 1M:   48.64%
Volatility 6M:   71.39%
Volatility 1Y:   77.15%
Volatility 3Y:   -