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BNP Paribas Call 500 ASME 20.12.2.../  DE000PF9RT43  /

Frankfurt Zert./BNP
2024-04-25  9:20:20 PM Chg.+0.040 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
3.540EUR +1.14% 3.520
Bid Size: 8,600		 3.620
Ask Size: 8,600		 ASML HOLDING EO -... 500.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.34
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.35
Implied volatility: 0.47
Historic volatility: 0.29
Parity: 3.35
Time value: 0.21
Break-even: 856.00
Moneyness: 1.67
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.71%
Delta: 0.94
Theta: -0.12
Omega: 2.21
Rho: 2.83
 

Quote data

Open: 3.430
High: 3.550
Low: 3.350
Previous Close: 3.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.14%
1 Month
  -15.71%
3 Months  
+7.60%
YTD  
+64.65%
1 Year  
+168.18%
3 Years     -
5 Years     -
1W High / 1W Low: 3.560 3.310
1M High / 1M Low: 4.340 3.310
6M High / 6M Low: 4.730 1.140
High (YTD): 2024-03-07 4.730
Low (YTD): 2024-01-05 1.760
52W High: 2024-03-07 4.730
52W Low: 2023-09-26 1.050
Avg. price 1W:   3.448
Avg. volume 1W:   0.000
Avg. price 1M:   3.970
Avg. volume 1M:   0.000
Avg. price 6M:   2.828
Avg. volume 6M:   20.437
Avg. price 1Y:   2.251
Avg. volume 1Y:   10.703
Volatility 1M:   71.60%
Volatility 6M:   80.21%
Volatility 1Y:   82.85%
Volatility 3Y:   -