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BNP Paribas Call 170 JNJ 17.01.20.../  DE000PE9AZQ0  /

Frankfurt Zert./BNP
13/09/2024  15:50:38 Chg.0.000 Bid15:53:31 Ask15:53:31 Underlying Strike price Expiration date Option type
0.490EUR 0.00% 0.470
Bid Size: 44,000		 0.490
Ask Size: 44,000		 JOHNSON + JOHNSON ... 170.00 - 17/01/2025 Call
 

Master data

WKN: PE9AZQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.72
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.14
Parity: -2.14
Time value: 0.50
Break-even: 175.00
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.30
Theta: -0.04
Omega: 8.89
Rho: 0.14
 

Quote data

Open: 0.470
High: 0.510
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+58.06%
3 Months  
+345.45%
YTD
  -27.94%
1 Year
  -61.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.480
1M High / 1M Low: 0.630 0.290
6M High / 6M Low: 0.650 0.090
High (YTD): 09/01/2024 0.900
Low (YTD): 03/07/2024 0.090
52W High: 14/09/2023 1.280
52W Low: 03/07/2024 0.090
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   0.000
Volatility 1M:   155.81%
Volatility 6M:   256.05%
Volatility 1Y:   197.05%
Volatility 3Y:   -