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

Frankfurt Zert./BNP
08/10/2024  10:20:42 Chg.-0.750 Bid11:05:07 Ask11:05:07 Underlying Strike price Expiration date Option type
4.310EUR -14.82% 4.460
Bid Size: 6,000		 4.480
Ask Size: 6,000		 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: 7.36
Leverage: Yes

Calculated values

Fair value: 4.83
Intrinsic value: 4.46
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 4.46
Time value: 0.91
Break-even: 403.60
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.22
Spread %: 4.28%
Delta: 0.81
Theta: -0.14
Omega: 5.99
Rho: 0.53
 

Quote data

Open: 4.680
High: 4.680
Low: 4.290
Previous Close: 5.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.63%
1 Month
  -1.15%
3 Months
  -36.71%
YTD
  -63.35%
1 Year
  -43.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.260 4.740
1M High / 1M Low: 6.240 2.850
6M High / 6M Low: 12.040 2.850
High (YTD): 14/05/2024 12.040
Low (YTD): 18/09/2024 2.850
52W High: 14/05/2024 12.040
52W Low: 18/09/2024 2.850
Avg. price 1W:   5.054
Avg. volume 1W:   0.000
Avg. price 1M:   4.200
Avg. volume 1M:   0.000
Avg. price 6M:   7.547
Avg. volume 6M:   0.000
Avg. price 1Y:   8.649
Avg. volume 1Y:   0.000
Volatility 1M:   294.92%
Volatility 6M:   143.15%
Volatility 1Y:   113.94%
Volatility 3Y:   -