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BNP Paribas Call 35 GBF 20.12.202.../  DE000PN7DCM5  /

Frankfurt Zert./BNP
15/11/2024  17:20:58 Chg.-0.130 Bid17:37:11 Ask17:37:11 Underlying Strike price Expiration date Option type
1.000EUR -11.50% -
Bid Size: -		 -
Ask Size: -		 BILFINGER SE O.N. 35.00 EUR 20/12/2024 Call
 

Master data

WKN: PN7DCM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BILFINGER SE O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 20/12/2024
Issue date: 16/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.39
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.98
Implied volatility: 0.61
Historic volatility: 0.27
Parity: 0.98
Time value: 0.04
Break-even: 45.20
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.93
Theta: -0.02
Omega: 4.06
Rho: 0.03
 

Quote data

Open: 1.130
High: 1.130
Low: 1.000
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.66%
1 Month
  -38.27%
3 Months
  -34.21%
YTD  
+156.41%
1 Year  
+72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 1.000
1M High / 1M Low: 1.620 0.940
6M High / 6M Low: 1.780 0.940
High (YTD): 19/07/2024 1.780
Low (YTD): 03/01/2024 0.340
52W High: 19/07/2024 1.780
52W Low: 03/01/2024 0.340
Avg. price 1W:   1.076
Avg. volume 1W:   0.000
Avg. price 1M:   1.143
Avg. volume 1M:   0.000
Avg. price 6M:   1.417
Avg. volume 6M:   519.084
Avg. price 1Y:   1.087
Avg. volume 1Y:   384.314
Volatility 1M:   138.48%
Volatility 6M:   89.01%
Volatility 1Y:   105.83%
Volatility 3Y:   -