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BNP Paribas Call 18 EVK 20.12.202.../  DE000PN7DBV8  /

Frankfurt Zert./BNP
09/10/2024  17:21:01 Chg.+0.020 Bid17:37:00 Ask17:37:00 Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.340
Bid Size: 8,824		 0.360
Ask Size: 8,334		 EVONIK INDUSTRIES NA... 18.00 EUR 20/12/2024 Call
 

Master data

WKN: PN7DBV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.30
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 0.30
Time value: 0.05
Break-even: 21.40
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.84
Theta: -0.01
Omega: 5.18
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.340
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+54.55%
3 Months  
+54.55%
YTD  
+78.95%
1 Year  
+112.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.320
1M High / 1M Low: 0.340 0.220
6M High / 6M Low: 0.340 0.120
High (YTD): 04/10/2024 0.340
Low (YTD): 14/03/2024 0.077
52W High: 04/10/2024 0.340
52W Low: 14/03/2024 0.077
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.178
Avg. volume 1Y:   0.000
Volatility 1M:   122.65%
Volatility 6M:   113.23%
Volatility 1Y:   133.40%
Volatility 3Y:   -