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BNP Paribas Call 650 ASME 20.12.2.../  DE000PF9RT76  /

Frankfurt Zert./BNP
2024-04-19  2:21:04 PM Chg.+0.040 Bid2:53:02 PM Ask2:53:02 PM Underlying Strike price Expiration date Option type
2.260EUR +1.80% 2.250
Bid Size: 47,500		 2.270
Ask Size: 47,500		 ASML HOLDING EO -... 650.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 650.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 1.90
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 1.90
Time value: 0.38
Break-even: 878.00
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 2.70%
Delta: 0.86
Theta: -0.17
Omega: 3.17
Rho: 3.32
 

Quote data

Open: 2.130
High: 2.260
Low: 2.130
Previous Close: 2.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.42%
1 Month
  -12.06%
3 Months  
+107.34%
YTD  
+111.22%
1 Year  
+209.59%
3 Years     -
5 Years     -
1W High / 1W Low: 3.000 2.220
1M High / 1M Low: 3.010 2.220
6M High / 6M Low: 3.390 0.450
High (YTD): 2024-03-07 3.390
Low (YTD): 2024-01-05 0.790
52W High: 2024-03-07 3.390
52W Low: 2023-09-26 0.410
Avg. price 1W:   2.644
Avg. volume 1W:   0.000
Avg. price 1M:   2.766
Avg. volume 1M:   0.000
Avg. price 6M:   1.647
Avg. volume 6M:   47.619
Avg. price 1Y:   1.251
Avg. volume 1Y:   27.344
Volatility 1M:   109.44%
Volatility 6M:   119.39%
Volatility 1Y:   119.00%
Volatility 3Y:   -