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BNP Paribas Call 80 NDA 21.06.202.../  DE000PN2EX84  /

EUWAX
5/22/2024  6:18:29 PM Chg.- Bid8:02:05 AM Ask8:02:05 AM Underlying Strike price Expiration date Option type
0.070EUR - 0.060
Bid Size: 10,000		 0.110
Ask Size: 10,000		 AURUBIS AG 80.00 EUR 6/21/2024 Call
 

Master data

WKN: PN2EX8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/21/2024
Issue date: 4/24/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.16
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.33
Parity: -0.21
Time value: 0.25
Break-even: 82.50
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 1.01
Spread abs.: 0.05
Spread %: 25.00%
Delta: 0.43
Theta: -0.06
Omega: 13.51
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.070
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.25%
1 Month
  -46.15%
3 Months  
+900.00%
YTD
  -84.09%
1 Year
  -92.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.070
1M High / 1M Low: 0.290 0.015
6M High / 6M Low: 0.730 0.001
High (YTD): 1/2/2024 0.350
Low (YTD): 3/11/2024 0.001
52W High: 7/31/2023 1.480
52W Low: 3/11/2024 0.001
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   16.129
Avg. price 1Y:   0.543
Avg. volume 1Y:   7.813
Volatility 1M:   915.92%
Volatility 6M:   1,093.89%
Volatility 1Y:   778.17%
Volatility 3Y:   -