BNP Paribas Call 52 2OY 21.06.202.../  DE000PN33DH6  /

Frankfurt Zert./BNP
2024-05-10  9:50:43 PM Chg.-0.010 Bid9:57:23 PM Ask- Underlying Strike price Expiration date Option type
0.700EUR -1.41% -
Bid Size: -
-
Ask Size: -
DOW INC. D... 52.00 - 2024-06-21 Call
 

Master data

WKN: PN33DH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.11
Implied volatility: 1.37
Historic volatility: 0.18
Parity: 0.11
Time value: 0.62
Break-even: 59.30
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 6.45
Spread abs.: 0.02
Spread %: 2.82%
Delta: 0.59
Theta: -0.17
Omega: 4.31
Rho: 0.01
 

Quote data

Open: 0.730
High: 0.760
Low: 0.700
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+45.83%
3 Months  
+37.25%
YTD  
+32.08%
1 Year  
+22.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.710 0.480
6M High / 6M Low: 0.810 0.300
High (YTD): 2024-04-03 0.810
Low (YTD): 2024-02-13 0.340
52W High: 2024-04-03 0.810
52W Low: 2023-11-01 0.210
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   0.500
Avg. volume 1Y:   0.000
Volatility 1M:   122.85%
Volatility 6M:   139.73%
Volatility 1Y:   126.29%
Volatility 3Y:   -