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BNP Paribas Call 1400 BARN 20.12..../  DE000PN7C4R2  /

EUWAX
2024-11-13  9:53:06 AM Chg.-0.140 Bid9:59:28 AM Ask9:59:28 AM Underlying Strike price Expiration date Option type
0.370EUR -27.45% 0.410
Bid Size: 10,500		 0.430
Ask Size: 10,500		 BARRY CALLEBAUT N 1,400.00 CHF 2024-12-20 Call
 

Master data

WKN: PN7C4R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BARRY CALLEBAUT N
Type: Warrant
Option type: Call
Strike price: 1,400.00 CHF
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 29.02
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.33
Parity: -0.15
Time value: 0.51
Break-even: 1,545.64
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.49
Theta: -0.81
Omega: 14.23
Rho: 0.68
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.26%
1 Month
  -78.36%
3 Months
  -66.36%
YTD
  -73.76%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 0.510
1M High / 1M Low: 2.250 0.510
6M High / 6M Low: 2.940 0.510
High (YTD): 2024-05-22 2.940
Low (YTD): 2024-04-09 0.450
52W High: 2024-05-22 2.940
52W Low: 2024-04-09 0.450
Avg. price 1W:   1.054
Avg. volume 1W:   0.000
Avg. price 1M:   1.651
Avg. volume 1M:   0.000
Avg. price 6M:   1.708
Avg. volume 6M:   3.846
Avg. price 1Y:   1.401
Avg. volume 1Y:   11.111
Volatility 1M:   291.26%
Volatility 6M:   208.70%
Volatility 1Y:   218.11%
Volatility 3Y:   -