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BNP Paribas Call 75 NDA 21.06.202.../  DE000PN2EX76  /

Frankfurt Zert./BNP
2024-06-04  5:21:02 PM Chg.-0.070 Bid5:41:43 PM Ask5:41:43 PM Underlying Strike price Expiration date Option type
0.180EUR -28.00% 0.150
Bid Size: 10,000		 0.240
Ask Size: 10,000		 AURUBIS AG 75.00 EUR 2024-06-21 Call
 

Master data

WKN: PN2EX7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.47
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.14
Implied volatility: 0.39
Historic volatility: 0.32
Parity: 0.14
Time value: 0.20
Break-even: 78.40
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.74
Spread abs.: 0.09
Spread %: 36.00%
Delta: 0.61
Theta: -0.08
Omega: 13.72
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.150
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.63%
1 Month  
+80.00%
3 Months  
+1700.00%
YTD
  -72.73%
1 Year
  -86.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.250
1M High / 1M Low: 0.630 0.090
6M High / 6M Low: 0.940 0.005
High (YTD): 2024-05-20 0.630
Low (YTD): 2024-03-05 0.005
52W High: 2023-07-31 1.790
52W Low: 2024-03-05 0.005
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.703
Avg. volume 1Y:   0.000
Volatility 1M:   486.93%
Volatility 6M:   524.28%
Volatility 1Y:   383.34%
Volatility 3Y:   -