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BNP Paribas Call 700 BLK 21.06.20.../  DE000PN21TB0  /

EUWAX
2024-06-07  9:07:01 AM Chg.-0.110 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.700EUR -13.58% -
Bid Size: -		 -
Ask Size: -		 BlackRock Inc 700.00 USD 2024-06-21 Call
 

Master data

WKN: PN21TB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.95
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.64
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.64
Time value: 0.01
Break-even: 713.06
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.18
Omega: 10.55
Rho: 0.22
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month
  -6.67%
3 Months
  -48.15%
YTD
  -46.56%
1 Year
  -4.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.690
1M High / 1M Low: 1.080 0.530
6M High / 6M Low: 1.410 0.530
High (YTD): 2024-03-22 1.410
Low (YTD): 2024-05-30 0.530
52W High: 2024-03-22 1.410
52W Low: 2023-10-31 0.210
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   0.826
Avg. volume 1M:   0.000
Avg. price 6M:   1.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   190.24%
Volatility 6M:   131.73%
Volatility 1Y:   130.21%
Volatility 3Y:   -