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

Frankfurt Zert./BNP
2024-05-23  9:21:01 AM Chg.-0.030 Bid9:40:31 AM Ask9:40:31 AM Underlying Strike price Expiration date Option type
0.210EUR -12.50% 0.200
Bid Size: 23,000		 0.240
Ask Size: 23,000		 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: 14.70
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.29
Implied volatility: 0.40
Historic volatility: 0.33
Parity: 0.29
Time value: 0.24
Break-even: 80.30
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 10.42%
Delta: 0.66
Theta: -0.06
Omega: 9.71
Rho: 0.04
 

Quote data

Open: 0.230
High: 0.230
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -47.50%
1 Month
  -30.00%
3 Months  
+412.20%
YTD
  -68.18%
1 Year
  -82.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.240
1M High / 1M Low: 0.630 0.090
6M High / 6M Low: 1.000 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:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   0.730
Avg. volume 1Y:   0.000
Volatility 1M:   554.60%
Volatility 6M:   520.31%
Volatility 1Y:   378.74%
Volatility 3Y:   -