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

Frankfurt Zert./BNP
2024-04-25  3:21:05 PM Chg.-0.110 Bid3:21:14 PM Ask3:21:14 PM Underlying Strike price Expiration date Option type
1.400EUR -7.28% 1.390
Bid Size: 59,500		 1.400
Ask Size: 59,500		 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: 5.35
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.85
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.85
Time value: 0.71
Break-even: 906.00
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 3.31%
Delta: 0.72
Theta: -0.23
Omega: 3.85
Rho: 2.91
 

Quote data

Open: 1.450
High: 1.510
Low: 1.400
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.50%
1 Month
  -33.33%
3 Months  
+4.48%
YTD  
+137.29%
1 Year  
+258.97%
3 Years     -
5 Years     -
1W High / 1W Low: 1.560 1.380
1M High / 1M Low: 2.230 1.380
6M High / 6M Low: 2.590 0.230
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:   1.480
Avg. volume 1W:   0.000
Avg. price 1M:   1.911
Avg. volume 1M:   0.000
Avg. price 6M:   1.141
Avg. volume 6M:   15.873
Avg. price 1Y:   0.822
Avg. volume 1Y:   19.531
Volatility 1M:   118.44%
Volatility 6M:   149.43%
Volatility 1Y:   145.62%
Volatility 3Y:   -