OverviewChartNewsTraderScreen

BNP Paribas Call 13 INN1 20.12.20.../  DE000PN7EYU0  /

Frankfurt Zert./BNP
11/14/2024  4:21:02 PM Chg.+0.220 Bid5:12:09 PM Ask5:12:09 PM Underlying Strike price Expiration date Option type
1.900EUR +13.10% 1.910
Bid Size: 17,500		 1.950
Ask Size: 17,500		 ING GROEP NV EO... 13.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7EYU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.22
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.63
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 1.63
Time value: 0.15
Break-even: 14.78
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 6.59%
Delta: 0.87
Theta: -0.01
Omega: 7.17
Rho: 0.01
 

Quote data

Open: 1.620
High: 1.900
Low: 1.620
Previous Close: 1.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month
  -39.10%
3 Months
  -32.14%
YTD  
+32.87%
1 Year  
+97.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.190 1.680
1M High / 1M Low: 3.140 1.680
6M High / 6M Low: 4.170 1.680
High (YTD): 7/23/2024 4.170
Low (YTD): 2/8/2024 0.480
52W High: 7/23/2024 4.170
52W Low: 2/8/2024 0.480
Avg. price 1W:   2.004
Avg. volume 1W:   0.000
Avg. price 1M:   2.673
Avg. volume 1M:   0.000
Avg. price 6M:   3.308
Avg. volume 6M:   0.000
Avg. price 1Y:   2.431
Avg. volume 1Y:   0.000
Volatility 1M:   97.48%
Volatility 6M:   84.59%
Volatility 1Y:   103.27%
Volatility 3Y:   -