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BNP Paribas Call 24 FNTN 20.12.20.../  DE000PN4ZAD8  /

EUWAX
18/09/2024  13:05:40 Chg.0.00 Bid13:25:22 Ask13:25:22 Underlying Strike price Expiration date Option type
3.42EUR 0.00% 3.43
Bid Size: 6,500		 3.47
Ask Size: 6,500		 FREENET AG NA O.N. 24.00 EUR 20/12/2024 Call
 

Master data

WKN: PN4ZAD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FREENET AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 20/12/2024
Issue date: 20/06/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.72
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 2.96
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 2.96
Time value: 0.53
Break-even: 27.49
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 2.05%
Delta: 0.84
Theta: -0.01
Omega: 6.50
Rho: 0.05
 

Quote data

Open: 3.43
High: 3.49
Low: 3.42
Previous Close: 3.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.12%
1 Month  
+34.12%
3 Months  
+32.56%
YTD  
+27.61%
1 Year  
+140.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.42 2.92
1M High / 1M Low: 3.45 2.25
6M High / 6M Low: 3.51 1.50
High (YTD): 22/04/2024 3.51
Low (YTD): 09/02/2024 1.39
52W High: 22/04/2024 3.51
52W Low: 27/09/2023 1.11
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   2.96
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   23.26
Avg. price 1Y:   2.43
Avg. volume 1Y:   15.63
Volatility 1M:   88.56%
Volatility 6M:   128.62%
Volatility 1Y:   122.40%
Volatility 3Y:   -