OverviewChartNewsTraderScreen

BNP Paribas Call 40 FCX 20.12.202.../  DE000PN31CZ4  /

Frankfurt Zert./BNP
2024-11-07  3:20:25 PM Chg.+0.110 Bid3:22:11 PM Ask2024-11-07 Underlying Strike price Expiration date Option type
0.820EUR +15.49% 0.820
Bid Size: 18,800		 -
Ask Size: -		 Freeport McMoRan Inc 40.00 USD 2024-12-20 Call
 

Master data

WKN: PN31CZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Freeport McMoRan Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.64
Implied volatility: 0.48
Historic volatility: 0.33
Parity: 0.64
Time value: 0.07
Break-even: 44.37
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.86
Theta: -0.02
Omega: 5.28
Rho: 0.04
 

Quote data

Open: 0.730
High: 0.820
Low: 0.730
Previous Close: 0.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+43.86%
1 Month
  -21.90%
3 Months  
+95.24%
YTD  
+5.13%
1 Year  
+121.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.570
1M High / 1M Low: 1.050 0.570
6M High / 6M Low: 1.560 0.340
High (YTD): 2024-05-20 1.560
Low (YTD): 2024-09-10 0.340
52W High: 2024-05-20 1.560
52W Low: 2024-09-10 0.340
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   0.872
Avg. volume 6M:   0.000
Avg. price 1Y:   0.787
Avg. volume 1Y:   0.000
Volatility 1M:   123.72%
Volatility 6M:   153.71%
Volatility 1Y:   146.47%
Volatility 3Y:   -