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BNP Paribas Call 52 ERIC/B 20.12..../  DE000PZ1ENW8  /

Frankfurt Zert./BNP
2024-05-31  9:20:30 PM Chg.-0.010 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.260EUR -0.79% 1.300
Bid Size: 4,000		 1.350
Ask Size: 4,000		 Ericsson, Telefonab.... 52.00 SEK 2024-12-20 Call
 

Master data

WKN: PZ1ENW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 52.00 SEK
Maturity: 2024-12-20
Issue date: 2023-11-15
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.08
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 1.08
Time value: 0.27
Break-even: 5.90
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 3.85%
Delta: 0.83
Theta: 0.00
Omega: 3.44
Rho: 0.02
 

Quote data

Open: 1.260
High: 1.290
Low: 1.250
Previous Close: 1.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.57%
1 Month  
+82.61%
3 Months  
+77.46%
YTD
  -3.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.150
1M High / 1M Low: 1.270 0.690
6M High / 6M Low: 1.340 0.580
High (YTD): 2024-01-18 1.340
Low (YTD): 2024-04-15 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   1.208
Avg. volume 1W:   0.000
Avg. price 1M:   1.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.917
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.75%
Volatility 6M:   111.45%
Volatility 1Y:   -
Volatility 3Y:   -