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BNP Paribas Call 750 ASME 20.12.2.../  DE000PF9RT92  /

Frankfurt Zert./BNP
2024-04-19  6:20:48 PM Chg.-0.150 Bid6:45:30 PM Ask6:45:30 PM Underlying Strike price Expiration date Option type
1.380EUR -9.80% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 750.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 750.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 0.90
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 0.90
Time value: 0.68
Break-even: 908.00
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 3.27%
Delta: 0.73
Theta: -0.22
Omega: 3.89
Rho: 3.06
 

Quote data

Open: 1.450
High: 1.570
Low: 1.380
Previous Close: 1.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.65%
1 Month
  -25.00%
3 Months  
+133.90%
YTD  
+133.90%
1 Year  
+206.67%
3 Years     -
5 Years     -
1W High / 1W Low: 2.230 1.530
1M High / 1M Low: 2.230 1.530
6M High / 6M Low: 2.590 0.220
High (YTD): 2024-03-07 2.590
Low (YTD): 2024-01-05 0.400
52W High: 2024-03-07 2.590
52W Low: 2023-09-26 0.190
Avg. price 1W:   1.910
Avg. volume 1W:   0.000
Avg. price 1M:   2.014
Avg. volume 1M:   0.000
Avg. price 6M:   1.102
Avg. volume 6M:   15.873
Avg. price 1Y:   0.806
Avg. volume 1Y:   19.531
Volatility 1M:   131.28%
Volatility 6M:   150.65%
Volatility 1Y:   145.71%
Volatility 3Y:   -