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BNP Paribas Call 12 WBD 20.12.202.../  DE000PN67W18  /

Frankfurt Zert./BNP
17/07/2024  21:50:32 Chg.+0.060 Bid21:59:05 Ask21:59:05 Underlying Strike price Expiration date Option type
0.240EUR +33.33% 0.230
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Warner Brothers Disc... 12.00 USD 20/12/2024 Call
 

Master data

WKN: PN67W1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 20/12/2024
Issue date: 15/08/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 33.27
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.45
Parity: -3.69
Time value: 0.22
Break-even: 11.23
Moneyness: 0.67
Premium: 0.53
Premium p.a.: 1.72
Spread abs.: 0.04
Spread %: 22.22%
Delta: 0.18
Theta: 0.00
Omega: 6.00
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.240
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+118.18%
1 Month  
+50.00%
3 Months
  -50.00%
YTD
  -88.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.180 0.080
6M High / 6M Low: 1.500 0.080
High (YTD): 02/01/2024 2.160
Low (YTD): 03/07/2024 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   3.150
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.72%
Volatility 6M:   189.70%
Volatility 1Y:   -
Volatility 3Y:   -