BNP Paribas Call 65 NDA 21.06.202.../  DE000PN5LPJ0  /

Frankfurt Zert./BNP
2024-06-04  9:20:20 PM Chg.-0.610 Bid9:43:47 PM Ask9:43:47 PM Underlying Strike price Expiration date Option type
8.240EUR -6.89% 8.330
Bid Size: 361
8.450
Ask Size: 356
AURUBIS AG 65.00 - 2024-06-21 Call
 

Master data

WKN: PN5LPJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-07-03
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 8.48
Leverage: Yes

Calculated values

Fair value: 11.53
Intrinsic value: 11.40
Implied volatility: -
Historic volatility: 0.32
Parity: 11.40
Time value: -2.39
Break-even: 74.01
Moneyness: 1.18
Premium: -0.03
Premium p.a.: -0.49
Spread abs.: 0.13
Spread %: 1.46%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.920
High: 8.920
Low: 8.160
Previous Close: 8.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.75%
1 Month  
+92.97%
3 Months  
+524.24%
YTD  
+21.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.130 8.620
1M High / 1M Low: 9.300 5.000
6M High / 6M Low: 9.300 1.150
High (YTD): 2024-05-20 9.300
Low (YTD): 2024-03-05 1.150
52W High: - -
52W Low: - -
Avg. price 1W:   8.972
Avg. volume 1W:   0.000
Avg. price 1M:   7.860
Avg. volume 1M:   0.000
Avg. price 6M:   5.278
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.48%
Volatility 6M:   176.90%
Volatility 1Y:   -
Volatility 3Y:   -