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BNP Paribas Call 440 LOR 20.09.20.../  DE000PN8XSN5  /

Frankfurt Zert./BNP
2024-08-01  1:20:53 PM Chg.-0.060 Bid1:32:16 PM Ask1:32:16 PM Underlying Strike price Expiration date Option type
0.150EUR -28.57% 0.150
Bid Size: 49,000		 0.160
Ask Size: 49,000		 L OREAL INH. E... 440.00 - 2024-09-20 Call
 

Master data

WKN: PN8XSN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 97.72
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -3.94
Time value: 0.41
Break-even: 444.10
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.12
Spread abs.: 0.21
Spread %: 105.00%
Delta: 0.20
Theta: -0.12
Omega: 19.19
Rho: 0.10
 

Quote data

Open: 0.190
High: 0.190
Low: 0.120
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -51.61%
1 Month
  -85.58%
3 Months
  -94.36%
YTD
  -96.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.210
1M High / 1M Low: 1.040 0.210
6M High / 6M Low: 4.480 0.210
High (YTD): 2024-02-05 4.480
Low (YTD): 2024-07-31 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   2.391
Avg. volume 6M:   94.772
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.60%
Volatility 6M:   237.76%
Volatility 1Y:   -
Volatility 3Y:   -