BNP Paribas Call 60 S92 21.06.202.../  DE000PN76W82  /

EUWAX
2024-05-03  6:14:55 PM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.070EUR -12.50% -
Bid Size: -
-
Ask Size: -
SMA SOLAR TECHNOL.AG 60.00 EUR 2024-06-21 Call
 

Master data

WKN: PN76W8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SMA SOLAR TECHNOL.AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.50
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.51
Parity: -1.00
Time value: 0.13
Break-even: 61.30
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 3.67
Spread abs.: 0.05
Spread %: 62.50%
Delta: 0.23
Theta: -0.03
Omega: 8.97
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.100
Low: 0.070
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -68.18%
3 Months
  -80.00%
YTD
  -93.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.070
1M High / 1M Low: 0.220 0.053
6M High / 6M Low: 1.130 0.053
High (YTD): 2024-01-02 0.990
Low (YTD): 2024-04-19 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   493.63%
Volatility 6M:   332.77%
Volatility 1Y:   -
Volatility 3Y:   -