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

EUWAX
2024-11-08  9:18:16 AM Chg.-0.160 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.790EUR -16.84% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 350.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-09-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.91
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.53
Time value: 0.78
Break-even: 357.80
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.81
Spread abs.: 0.18
Spread %: 30.00%
Delta: 0.36
Theta: -0.16
Omega: 15.43
Rho: 0.13
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.18%
1 Month
  -83.08%
3 Months
  -84.07%
YTD
  -93.30%
1 Year
  -91.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 0.790
1M High / 1M Low: 4.790 0.790
6M High / 6M Low: 12.090 0.790
High (YTD): 2024-06-06 12.090
Low (YTD): 2024-11-08 0.790
52W High: 2024-06-06 12.090
52W Low: 2024-11-08 0.790
Avg. price 1W:   1.088
Avg. volume 1W:   0.000
Avg. price 1M:   2.403
Avg. volume 1M:   127.273
Avg. price 6M:   6.354
Avg. volume 6M:   40.076
Avg. price 1Y:   8.210
Avg. volume 1Y:   169.608
Volatility 1M:   280.36%
Volatility 6M:   163.48%
Volatility 1Y:   129.01%
Volatility 3Y:   -