BNP Paribas Call 50 VBK 20.12.202.../  DE000PN7DH23  /

EUWAX
2024-04-16  8:23:18 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.017EUR - -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 50.00 - 2024-12-20 Call
 

Master data

WKN: PN7DH2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-04-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.92
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.53
Parity: -2.71
Time value: 0.10
Break-even: 51.00
Moneyness: 0.46
Premium: 1.23
Premium p.a.: 2.82
Spread abs.: 0.08
Spread %: 400.00%
Delta: 0.17
Theta: -0.01
Omega: 3.95
Rho: 0.02
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.020
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -64.58%
YTD
  -90.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.017 0.017
6M High / 6M Low: 0.370 0.012
High (YTD): 2024-01-02 0.170
Low (YTD): 2024-03-21 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   257.17%
Volatility 1Y:   -
Volatility 3Y:   -