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BNP Paribas Call 300 AP3 20.12.20.../  DE000PN3Y2S2  /

EUWAX
2024-07-26  8:28:46 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.610EUR -3.17% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 300.00 - 2024-12-20 Call
 

Master data

WKN: PN3Y2S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-12-20
Issue date: 2023-05-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.88
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -5.96
Time value: 0.67
Break-even: 306.70
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.23
Theta: -0.06
Omega: 8.12
Rho: 0.19
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.74%
1 Month
  -12.86%
3 Months  
+27.08%
YTD
  -68.06%
1 Year
  -85.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.370
1M High / 1M Low: 0.860 0.370
6M High / 6M Low: 1.570 0.260
High (YTD): 2024-01-02 1.900
Low (YTD): 2024-02-08 0.260
52W High: 2023-07-31 4.280
52W Low: 2024-02-08 0.260
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.663
Avg. volume 6M:   0.000
Avg. price 1Y:   1.656
Avg. volume 1Y:   0.000
Volatility 1M:   304.50%
Volatility 6M:   221.55%
Volatility 1Y:   174.47%
Volatility 3Y:   -