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BNP Paribas Call 400 ACN 20.12.20.../  DE000PN47R44  /

EUWAX
04/09/2024  09:11:30 Chg.+0.020 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.350EUR +6.06% -
Bid Size: -		 -
Ask Size: -		 Accenture PLC 400.00 - 20/12/2024 Call
 

Master data

WKN: PN47R4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 20/12/2024
Issue date: 23/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -9.06
Time value: 0.38
Break-even: 403.80
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 1.48
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.13
Theta: -0.07
Omega: 10.73
Rho: 0.11
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+2.94%
3 Months  
+150.00%
YTD
  -81.38%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.370 0.200
6M High / 6M Low: 3.390 0.130
High (YTD): 08/03/2024 3.390
Low (YTD): 11/07/2024 0.130
52W High: 08/03/2024 3.390
52W Low: 11/07/2024 0.130
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.687
Avg. volume 6M:   7.752
Avg. price 1Y:   1.199
Avg. volume 1Y:   3.906
Volatility 1M:   151.81%
Volatility 6M:   213.82%
Volatility 1Y:   171.00%
Volatility 3Y:   -