BNP Paribas Call 18 DBK 17.01.202.../  DE000PL3VB90  /

Frankfurt Zert./BNP
2024-12-20  9:50:12 PM Chg.-0.045 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.045EUR -50.00% 0.046
Bid Size: 15,000
0.082
Ask Size: 15,000
DEUTSCHE BANK AG NA ... 18.00 EUR 2025-01-17 Call
 

Master data

WKN: PL3VB9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2025-01-17
Issue date: 2024-12-13
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 198.17
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -1.75
Time value: 0.08
Break-even: 18.08
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 3.24
Spread abs.: 0.04
Spread %: 78.26%
Delta: 0.13
Theta: -0.01
Omega: 24.81
Rho: 0.00
 

Quote data

Open: 0.074
High: 0.074
Low: 0.035
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -78.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.045
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -