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BNP Paribas Call 35 FIE 20.12.202.../  DE000PN8UCF1  /

Frankfurt Zert./BNP
2024-11-04  9:20:17 PM Chg.-0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.750EUR -6.25% 0.740
Bid Size: 4,840		 0.760
Ask Size: 4,840		 FIELMANN GROUP AG O.... 35.00 EUR 2024-12-20 Call
 

Master data

WKN: PN8UCF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.25
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.75
Implied volatility: 0.50
Historic volatility: 0.23
Parity: 0.75
Time value: 0.06
Break-even: 43.10
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.53%
Delta: 0.88
Theta: -0.02
Omega: 4.64
Rho: 0.04
 

Quote data

Open: 0.810
High: 0.810
Low: 0.740
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.75%
1 Month
  -33.04%
3 Months  
+8.70%
YTD
  -51.61%
1 Year
  -16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 0.800
1M High / 1M Low: 1.320 0.800
6M High / 6M Low: 1.340 0.640
High (YTD): 2024-01-22 1.510
Low (YTD): 2024-08-08 0.640
52W High: 2023-12-15 1.590
52W Low: 2024-08-08 0.640
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   1.079
Avg. volume 1Y:   0.000
Volatility 1M:   121.04%
Volatility 6M:   91.79%
Volatility 1Y:   87.38%
Volatility 3Y:   -