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

Frankfurt Zert./BNP
10/2/2024  9:20:58 PM Chg.+0.200 Bid9:52:10 PM Ask9:52:10 PM Underlying Strike price Expiration date Option type
2.110EUR +10.47% 2.100
Bid Size: 1,429		 2.270
Ask Size: 1,322		 FLATEXDEGIRO AG NA O... 12.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 4/24/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.68
Implied volatility: 0.47
Historic volatility: 0.39
Parity: 1.68
Time value: 0.54
Break-even: 14.21
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.33
Spread %: 17.55%
Delta: 0.77
Theta: -0.01
Omega: 4.76
Rho: 0.02
 

Quote data

Open: 1.950
High: 2.160
Low: 1.950
Previous Close: 1.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+106.86%
1 Month  
+40.67%
3 Months  
+12.23%
YTD  
+54.01%
1 Year  
+283.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.020
1M High / 1M Low: 1.910 0.820
6M High / 6M Low: 3.000 0.470
High (YTD): 6/10/2024 3.000
Low (YTD): 3/11/2024 0.420
52W High: 6/10/2024 3.000
52W Low: 3/11/2024 0.420
Avg. price 1W:   1.380
Avg. volume 1W:   0.000
Avg. price 1M:   1.140
Avg. volume 1M:   0.000
Avg. price 6M:   1.650
Avg. volume 6M:   0.000
Avg. price 1Y:   1.291
Avg. volume 1Y:   0.000
Volatility 1M:   264.94%
Volatility 6M:   239.48%
Volatility 1Y:   204.61%
Volatility 3Y:   -