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BNP Paribas Call 12 FTK 20.12.202.../  DE000PN2E4Y1  /

Frankfurt Zert./BNP
04/11/2024  21:20:37 Chg.-0.010 Bid04/11/2024 Ask04/11/2024 Underlying Strike price Expiration date Option type
1.620EUR -0.61% 1.620
Bid Size: 1,852		 1.790
Ask Size: 1,676		 FLATEXDEGIRO AG NA O... 12.00 EUR 20/12/2024 Call
 

Master data

WKN: PN2E4Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 20/12/2024
Issue date: 24/04/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.43
Implied volatility: 0.49
Historic volatility: 0.37
Parity: 1.43
Time value: 0.38
Break-even: 13.80
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.17
Spread %: 10.43%
Delta: 0.78
Theta: -0.01
Omega: 5.79
Rho: 0.01
 

Quote data

Open: 1.600
High: 1.670
Low: 1.580
Previous Close: 1.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -23.58%
3 Months  
+58.82%
YTD  
+18.25%
1 Year  
+44.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.270
1M High / 1M Low: 3.160 1.270
6M High / 6M Low: 3.160 0.820
High (YTD): 21/10/2024 3.160
Low (YTD): 11/03/2024 0.420
52W High: 21/10/2024 3.160
52W Low: 11/03/2024 0.420
Avg. price 1W:   1.612
Avg. volume 1W:   0.000
Avg. price 1M:   2.202
Avg. volume 1M:   0.000
Avg. price 6M:   1.863
Avg. volume 6M:   0.000
Avg. price 1Y:   1.423
Avg. volume 1Y:   0.000
Volatility 1M:   202.48%
Volatility 6M:   176.51%
Volatility 1Y:   200.13%
Volatility 3Y:   -