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BNP Paribas Call 450 3HM 20.12.20.../  DE000PN5BA57  /

Frankfurt Zert./BNP
8/8/2024  9:50:40 PM Chg.+0.030 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.950EUR +3.26% -
Bid Size: -		 -
Ask Size: -		 MSCI INC. A D... 450.00 - 12/20/2024 Call
 

Master data

WKN: PN5BA5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.33
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.30
Implied volatility: 0.64
Historic volatility: 0.25
Parity: 0.30
Time value: 0.60
Break-even: 540.00
Moneyness: 1.07
Premium: 0.13
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.65
Theta: -0.28
Omega: 3.48
Rho: 0.82
 

Quote data

Open: 0.890
High: 0.960
Low: 0.870
Previous Close: 0.920
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -2.06%
1 Month  
+46.15%
3 Months  
+43.94%
YTD
  -34.03%
1 Year
  -33.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.860
1M High / 1M Low: 1.070 0.650
6M High / 6M Low: 1.600 0.470
High (YTD): 1/30/2024 1.710
Low (YTD): 4/23/2024 0.470
52W High: 1/30/2024 1.710
52W Low: 4/23/2024 0.470
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.930
Avg. volume 6M:   0.000
Avg. price 1Y:   1.084
Avg. volume 1Y:   0.000
Volatility 1M:   165.57%
Volatility 6M:   122.91%
Volatility 1Y:   103.65%
Volatility 3Y:   -