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BNP Paribas Call 90 CPA 17.01.202.../  DE000PN28EH4  /

EUWAX
2024-06-11  9:22:50 AM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.800EUR -1.23% -
Bid Size: -		 -
Ask Size: -		 COLGATE-PALMOLIVE ... 90.00 - 2025-01-17 Call
 

Master data

WKN: PN28EH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: COLGATE-PALMOLIVE DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.51
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.13
Parity: -0.28
Time value: 0.83
Break-even: 98.30
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.54
Theta: -0.02
Omega: 5.63
Rho: 0.23
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.68%
1 Month
  -9.09%
3 Months  
+40.35%
YTD  
+220.00%
1 Year  
+166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.710
1M High / 1M Low: 0.950 0.620
6M High / 6M Low: 0.950 0.180
High (YTD): 2024-05-13 0.950
Low (YTD): 2024-01-24 0.260
52W High: 2024-05-13 0.950
52W Low: 2023-10-11 0.120
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   0.369
Avg. volume 1Y:   0.000
Volatility 1M:   114.77%
Volatility 6M:   118.34%
Volatility 1Y:   129.14%
Volatility 3Y:   -