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BNP Paribas Call 200 HON 17.01.20.../  DE000PN4D1Y6  /

Frankfurt Zert./BNP
2024-12-23  12:55:17 PM Chg.-0.090 Bid1:07:23 PM Ask- Underlying Strike price Expiration date Option type
2.760EUR -3.16% 2.740
Bid Size: 2,800		 -
Ask Size: -		 Honeywell Internatio... 200.00 USD 2025-01-17 Call
 

Master data

WKN: PN4D1Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Honeywell International Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.68
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 2.71
Implied volatility: 0.40
Historic volatility: 0.17
Parity: 2.71
Time value: 0.14
Break-even: 220.19
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.35%
Delta: 0.91
Theta: -0.09
Omega: 6.99
Rho: 0.12
 

Quote data

Open: 2.880
High: 2.970
Low: 2.760
Previous Close: 2.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.47%
1 Month
  -8.00%
3 Months  
+130.00%
YTD  
+6.98%
1 Year  
+18.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.560 2.760
1M High / 1M Low: 3.560 2.590
6M High / 6M Low: 3.560 1.000
High (YTD): 2024-12-16 3.560
Low (YTD): 2024-08-13 1.000
52W High: 2024-12-16 3.560
52W Low: 2024-08-13 1.000
Avg. price 1W:   3.050
Avg. volume 1W:   0.000
Avg. price 1M:   2.943
Avg. volume 1M:   0.000
Avg. price 6M:   1.930
Avg. volume 6M:   0.000
Avg. price 1Y:   1.839
Avg. volume 1Y:   0.000
Volatility 1M:   159.27%
Volatility 6M:   162.87%
Volatility 1Y:   136.02%
Volatility 3Y:   -