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

Frankfurt Zert./BNP
2024-07-12  4:05:19 PM Chg.+0.010 Bid2024-07-12 Ask2024-07-12 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Warner Brothers Disc... 12.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-08-15
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 39.92
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.44
Parity: -4.25
Time value: 0.17
Break-even: 11.21
Moneyness: 0.62
Premium: 0.65
Premium p.a.: 2.12
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.15
Theta: 0.00
Omega: 5.94
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -40.91%
3 Months
  -75.47%
YTD
  -93.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.220 0.080
6M High / 6M Low: 1.560 0.080
High (YTD): 2024-01-02 2.160
Low (YTD): 2024-07-03 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   3.150
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.33%
Volatility 6M:   175.17%
Volatility 1Y:   -
Volatility 3Y:   -