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BNP Paribas Call 200 CDNS 20.12.2.../  DE000PN7E1S4  /

Frankfurt Zert./BNP
2024-07-31  6:50:26 PM Chg.+1.040 Bid7:03:04 PM Ask7:03:04 PM Underlying Strike price Expiration date Option type
6.840EUR +17.93% 6.820
Bid Size: 7,042		 6.830
Ask Size: 7,042		 Cadence Design Syste... 200.00 USD 2024-12-20 Call
 

Master data

WKN: PN7E1S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 5.24
Intrinsic value: 4.91
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 4.91
Time value: 0.79
Break-even: 241.92
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.86
Theta: -0.06
Omega: 3.51
Rho: 0.56
 

Quote data

Open: 5.970
High: 6.840
Low: 5.960
Previous Close: 5.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.87%
1 Month
  -36.90%
3 Months
  -17.39%
YTD
  -17.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.970 5.800
1M High / 1M Low: 11.820 5.800
6M High / 6M Low: 12.690 5.800
High (YTD): 2024-06-19 12.690
Low (YTD): 2024-07-30 5.800
52W High: - -
52W Low: - -
Avg. price 1W:   6.288
Avg. volume 1W:   0.000
Avg. price 1M:   9.491
Avg. volume 1M:   0.000
Avg. price 6M:   10.156
Avg. volume 6M:   6.913
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.61%
Volatility 6M:   76.62%
Volatility 1Y:   -
Volatility 3Y:   -