BNP Paribas Call 180 ALD 17.01.20.../  DE000PN4D1X8  /

EUWAX
2025-01-14  8:27:46 AM Chg.+0.18 Bid9:23:57 AM Ask9:23:57 AM Underlying Strike price Expiration date Option type
3.90EUR +4.84% 3.94
Bid Size: 2,700
-
Ask Size: -
HONEYWELL INTL ... 180.00 - 2025-01-17 Call
 

Master data

WKN: PN4D1X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 3.35
Intrinsic value: 3.35
Implied volatility: 2.09
Historic volatility: 0.17
Parity: 3.35
Time value: 0.37
Break-even: 217.20
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 7.24
Spread abs.: -0.12
Spread %: -3.13%
Delta: 0.84
Theta: -1.64
Omega: 4.82
Rho: 0.01
 

Quote data

Open: 3.90
High: 3.90
Low: 3.90
Previous Close: 3.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.47%
1 Month
  -17.37%
3 Months  
+10.17%
YTD
  -17.72%
1 Year  
+24.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.04 3.72
1M High / 1M Low: 5.42 3.72
6M High / 6M Low: 5.42 2.18
High (YTD): 2025-01-06 4.63
Low (YTD): 2025-01-13 3.72
52W High: 2024-12-17 5.42
52W Low: 2024-08-14 2.18
Avg. price 1W:   3.92
Avg. volume 1W:   0.00
Avg. price 1M:   4.55
Avg. volume 1M:   0.00
Avg. price 6M:   3.48
Avg. volume 6M:   0.00
Avg. price 1Y:   3.23
Avg. volume 1Y:   2.37
Volatility 1M:   81.41%
Volatility 6M:   106.84%
Volatility 1Y:   94.90%
Volatility 3Y:   -