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BNP Paribas Call 165 DB1 19.12.20.../  DE000PN64U39  /

EUWAX
11/7/2024  9:12:58 AM Chg.-0.45 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
5.41EUR -7.68% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 165.00 EUR 12/19/2025 Call
 

Master data

WKN: PN64U3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 12/19/2025
Issue date: 8/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.85
Leverage: Yes

Calculated values

Fair value: 5.48
Intrinsic value: 4.89
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 4.89
Time value: 0.67
Break-even: 220.60
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.10
Spread %: 1.83%
Delta: 0.94
Theta: -0.02
Omega: 3.63
Rho: 1.63
 

Quote data

Open: 5.41
High: 5.41
Low: 5.41
Previous Close: 5.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.56%
1 Month  
+5.05%
3 Months  
+85.27%
YTD  
+51.97%
1 Year  
+131.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.86 5.38
1M High / 1M Low: 5.98 5.15
6M High / 6M Low: 5.98 2.81
High (YTD): 10/29/2024 5.98
Low (YTD): 5/29/2024 2.81
52W High: 10/29/2024 5.98
52W Low: 11/8/2023 2.31
Avg. price 1W:   5.58
Avg. volume 1W:   0.00
Avg. price 1M:   5.59
Avg. volume 1M:   0.00
Avg. price 6M:   4.22
Avg. volume 6M:   0.00
Avg. price 1Y:   3.81
Avg. volume 1Y:   0.00
Volatility 1M:   52.70%
Volatility 6M:   66.24%
Volatility 1Y:   60.13%
Volatility 3Y:   -