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BNP Paribas Call 11 FTK 20.12.202.../  DE000PN2E4X3  /

Frankfurt Zert./BNP
2024-07-09  9:20:56 AM Chg.-0.160 Bid9:48:31 AM Ask9:48:31 AM Underlying Strike price Expiration date Option type
2.220EUR -6.72% 2.410
Bid Size: 3,000		 2.570
Ask Size: 3,000		 FLATEXDEGIRO AG NA O... 11.00 EUR 2024-12-20 Call
 

Master data

WKN: PN2E4X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 2024-12-20
Issue date: 2023-04-24
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.09
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 1.82
Implied volatility: 0.41
Historic volatility: 0.41
Parity: 1.82
Time value: 0.70
Break-even: 13.52
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.17
Spread %: 7.23%
Delta: 0.78
Theta: 0.00
Omega: 3.95
Rho: 0.03
 

Quote data

Open: 2.340
High: 2.340
Low: 2.220
Previous Close: 2.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month
  -39.51%
3 Months  
+57.45%
YTD  
+21.31%
1 Year  
+62.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.580 2.380
1M High / 1M Low: 3.780 2.380
6M High / 6M Low: 3.780 0.640
High (YTD): 2024-06-10 3.780
Low (YTD): 2024-03-11 0.640
52W High: 2024-06-10 3.780
52W Low: 2023-09-27 0.520
Avg. price 1W:   2.506
Avg. volume 1W:   0.000
Avg. price 1M:   2.942
Avg. volume 1M:   0.000
Avg. price 6M:   1.808
Avg. volume 6M:   0.000
Avg. price 1Y:   1.518
Avg. volume 1Y:   0.000
Volatility 1M:   94.50%
Volatility 6M:   192.16%
Volatility 1Y:   172.46%
Volatility 3Y:   -