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BNP Paribas Call 135 BEI 21.03.20.../  DE000PN64PL7  /

Frankfurt Zert./BNP
2024-11-15  9:50:16 PM Chg.+0.030 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
0.230EUR +15.00% 0.230
Bid Size: 10,000		 0.250
Ask Size: 10,000		 BEIERSDORF AG O.N. 135.00 EUR 2025-03-21 Call
 

Master data

WKN: PN64PL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 2025-03-21
Issue date: 2023-08-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.72
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -1.07
Time value: 0.25
Break-even: 137.50
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.29
Theta: -0.02
Omega: 14.41
Rho: 0.11
 

Quote data

Open: 0.200
High: 0.230
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -61.67%
3 Months
  -45.24%
YTD
  -83.33%
1 Year
  -74.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.620 0.200
6M High / 6M Low: 2.010 0.200
High (YTD): 2024-05-10 2.080
Low (YTD): 2024-11-14 0.200
52W High: 2024-05-10 2.080
52W Low: 2024-11-14 0.200
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.933
Avg. volume 6M:   0.000
Avg. price 1Y:   1.129
Avg. volume 1Y:   1.719
Volatility 1M:   260.24%
Volatility 6M:   175.74%
Volatility 1Y:   142.10%
Volatility 3Y:   -