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BNP Paribas Call 350 LOR 20.12.20.../  DE000PN8XSY2  /

Frankfurt Zert./BNP
12/11/2024  21:20:24 Chg.-0.180 Bid21:58:07 Ask21:58:07 Underlying Strike price Expiration date Option type
0.410EUR -30.51% 0.420
Bid Size: 7,143		 0.600
Ask Size: 5,000		 L OREAL INH. E... 350.00 - 20/12/2024 Call
 

Master data

WKN: PN8XSY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 20/12/2024
Issue date: 27/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.77
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -1.30
Time value: 0.77
Break-even: 357.70
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.77
Spread abs.: 0.18
Spread %: 30.51%
Delta: 0.37
Theta: -0.17
Omega: 16.32
Rho: 0.12
 

Quote data

Open: 0.510
High: 0.510
Low: 0.380
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -70.07%
1 Month
  -91.99%
3 Months
  -90.28%
YTD
  -96.51%
1 Year
  -95.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 0.570
1M High / 1M Low: 4.720 0.570
6M High / 6M Low: 12.040 0.570
High (YTD): 14/05/2024 12.040
Low (YTD): 08/11/2024 0.570
52W High: 14/05/2024 12.040
52W Low: 08/11/2024 0.570
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   1.929
Avg. volume 1M:   0.000
Avg. price 6M:   6.191
Avg. volume 6M:   0.000
Avg. price 1Y:   8.153
Avg. volume 1Y:   0.000
Volatility 1M:   346.96%
Volatility 6M:   195.67%
Volatility 1Y:   149.54%
Volatility 3Y:   -