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BNP Paribas Call 1800 BARN 20.12..../  DE000PN7C4U6  /

EUWAX
09/10/2024  09:51:44 Chg.-0.002 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.074EUR -2.63% -
Bid Size: -		 -
Ask Size: -		 BARRY CALLEBAUT N 1,800.00 CHF 20/12/2024 Call
 

Master data

WKN: PN7C4U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BARRY CALLEBAUT N
Type: Warrant
Option type: Call
Strike price: 1,800.00 CHF
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 181.01
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.32
Parity: -3.01
Time value: 0.09
Break-even: 1,920.73
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 1.44
Spread abs.: 0.02
Spread %: 28.99%
Delta: 0.10
Theta: -0.25
Omega: 18.10
Rho: 0.30
 

Quote data

Open: 0.073
High: 0.074
Low: 0.073
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.08%
1 Month  
+25.42%
3 Months
  -84.26%
YTD
  -66.36%
1 Year
  -71.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.074
1M High / 1M Low: 0.160 0.043
6M High / 6M Low: 0.780 0.011
High (YTD): 22/05/2024 0.780
Low (YTD): 26/08/2024 0.011
52W High: 22/05/2024 0.780
52W Low: 26/08/2024 0.011
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   0.000
Volatility 1M:   613.11%
Volatility 6M:   467.11%
Volatility 1Y:   396.50%
Volatility 3Y:   -