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BNP Paribas Call 10 FTK 20.12.202.../  DE000PN2E4W5  /

Frankfurt Zert./BNP
7/9/2024  9:20:39 PM Chg.-0.310 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
2.860EUR -9.78% 2.850
Bid Size: 1,053		 3.020
Ask Size: 994		 FLATEXDEGIRO AG NA O... 10.00 EUR 12/20/2024 Call
 

Master data

WKN: PN2E4W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/20/2024
Issue date: 4/24/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.88
Leverage: Yes

Calculated values

Fair value: 3.25
Intrinsic value: 2.82
Implied volatility: 0.43
Historic volatility: 0.41
Parity: 2.82
Time value: 0.48
Break-even: 13.30
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.17
Spread %: 5.43%
Delta: 0.85
Theta: 0.00
Omega: 3.32
Rho: 0.03
 

Quote data

Open: 3.120
High: 3.140
Low: 2.850
Previous Close: 3.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.13%
1 Month
  -36.59%
3 Months  
+48.96%
YTD  
+22.75%
1 Year  
+68.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.370 3.170
1M High / 1M Low: 4.630 3.170
6M High / 6M Low: 4.630 0.970
High (YTD): 6/10/2024 4.630
Low (YTD): 3/11/2024 0.970
52W High: 6/10/2024 4.630
52W Low: 9/27/2023 0.740
Avg. price 1W:   3.298
Avg. volume 1W:   0.000
Avg. price 1M:   3.750
Avg. volume 1M:   0.000
Avg. price 6M:   2.387
Avg. volume 6M:   0.000
Avg. price 1Y:   1.990
Avg. volume 1Y:   49.020
Volatility 1M:   79.65%
Volatility 6M:   159.57%
Volatility 1Y:   147.99%
Volatility 3Y:   -