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BNP Paribas Call 12 WBD 17.01.202.../  DE000PN67W75  /

Frankfurt Zert./BNP
11/15/2024  9:50:23 PM Chg.-0.120 Bid9:54:57 PM Ask9:54:57 PM Underlying Strike price Expiration date Option type
0.050EUR -70.59% 0.050
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Warner Brothers Disc... 12.00 USD 1/17/2025 Call
 

Master data

WKN: PN67W7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 1/17/2025
Issue date: 8/15/2023
Last trading day: 1/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 44.59
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.44
Parity: -2.03
Time value: 0.21
Break-even: 11.61
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 2.47
Spread abs.: 0.04
Spread %: 23.53%
Delta: 0.21
Theta: 0.00
Omega: 9.32
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.040
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -44.44%
3 Months
  -58.33%
YTD
  -97.78%
1 Year
  -96.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.050
1M High / 1M Low: 0.170 0.050
6M High / 6M Low: 0.440 0.050
High (YTD): 1/2/2024 2.250
Low (YTD): 11/15/2024 0.050
52W High: 12/14/2023 2.760
52W Low: 11/15/2024 0.050
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.693
Avg. volume 1Y:   0.000
Volatility 1M:   522.10%
Volatility 6M:   341.07%
Volatility 1Y:   262.42%
Volatility 3Y:   -