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

Frankfurt Zert./BNP
6/28/2024  9:50:42 PM Chg.+0.010 Bid9:55:01 PM Ask9:55:01 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Warner Brothers Disc... 12.00 USD 12/20/2024 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: 12/20/2024
Issue date: 8/15/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 38.58
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.45
Parity: -4.26
Time value: 0.18
Break-even: 11.38
Moneyness: 0.62
Premium: 0.64
Premium p.a.: 1.82
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.15
Theta: 0.00
Omega: 5.93
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -53.33%
3 Months
  -75.86%
YTD
  -93.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.330 0.130
6M High / 6M Low: 2.160 0.130
High (YTD): 1/2/2024 2.160
Low (YTD): 6/27/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   3.175
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.24%
Volatility 6M:   152.85%
Volatility 1Y:   -
Volatility 3Y:   -