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BNP Paribas Call 40 FIE 20.12.202.../  DE000PN7DB60  /

EUWAX
9/17/2024  6:10:01 PM Chg.- Bid8:04:50 AM Ask8:04:50 AM Underlying Strike price Expiration date Option type
0.780EUR - 0.800
Bid Size: 4,560		 0.820
Ask Size: 4,560		 FIELMANN GROUP AG O.... 40.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7DB6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.04
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.65
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 0.65
Time value: 0.12
Break-even: 47.70
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.83
Theta: -0.01
Omega: 5.01
Rho: 0.08
 

Quote data

Open: 0.740
High: 0.810
Low: 0.740
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+143.75%
3 Months  
+52.94%
YTD
  -31.58%
1 Year  
+21.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 0.780 0.310
6M High / 6M Low: 0.920 0.290
High (YTD): 1/22/2024 1.100
Low (YTD): 8/14/2024 0.290
52W High: 12/15/2023 1.170
52W Low: 8/14/2024 0.290
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   0.664
Avg. volume 1Y:   0.000
Volatility 1M:   180.36%
Volatility 6M:   135.62%
Volatility 1Y:   121.64%
Volatility 3Y:   -