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BNP Paribas Call 12 ENI 20.12.202.../  DE000PN7EW56  /

Frankfurt Zert./BNP
11/19/2024  10:20:57 AM Chg.-0.140 Bid10:53:36 AM Ask- Underlying Strike price Expiration date Option type
1.840EUR -7.07% 1.800
Bid Size: 10,000		 -
Ask Size: -		 ENI S.P.A. 12.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7EW5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.90
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 1.90
Time value: 0.08
Break-even: 13.98
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: 0.00
Omega: 6.49
Rho: 0.01
 

Quote data

Open: 1.990
High: 1.990
Low: 1.840
Previous Close: 1.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.60%
3 Months
  -30.83%
YTD
  -50.54%
1 Year
  -44.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.810
1M High / 1M Low: 2.440 1.810
6M High / 6M Low: 2.890 1.770
High (YTD): 1/2/2024 3.820
Low (YTD): 9/10/2024 1.770
52W High: 1/2/2024 3.820
52W Low: 9/10/2024 1.770
Avg. price 1W:   1.946
Avg. volume 1W:   0.000
Avg. price 1M:   2.098
Avg. volume 1M:   0.000
Avg. price 6M:   2.342
Avg. volume 6M:   0.000
Avg. price 1Y:   2.712
Avg. volume 1Y:   12.598
Volatility 1M:   90.79%
Volatility 6M:   100.30%
Volatility 1Y:   86.26%
Volatility 3Y:   -