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BNP Paribas Call 40 GM 20.09.2024/  DE000PN2AWW9  /

Frankfurt Zert./BNP
8/15/2024  9:50:39 PM Chg.+0.080 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.470EUR +20.51% 0.470
Bid Size: 32,000		 0.480
Ask Size: 32,000		 General Motors Compa... 40.00 USD 9/20/2024 Call
 

Master data

WKN: PN2AWW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 9/20/2024
Issue date: 4/19/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.42
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.33
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.33
Time value: 0.05
Break-even: 40.13
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.83
Theta: -0.02
Omega: 8.61
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.490
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.68%
1 Month
  -50.00%
3 Months
  -28.79%
YTD  
+95.83%
1 Year  
+74.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.350
1M High / 1M Low: 0.940 0.190
6M High / 6M Low: 0.940 0.190
High (YTD): 7/18/2024 0.940
Low (YTD): 1/24/2024 0.160
52W High: 7/18/2024 0.940
52W Low: 11/13/2023 0.059
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.564
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   306.73%
Volatility 6M:   174.95%
Volatility 1Y:   183.72%
Volatility 3Y:   -