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BNP Paribas Call 48 CARR 20.12.20.../  DE000PN2Q3P7  /

Frankfurt Zert./BNP
7/9/2024  9:50:28 PM Chg.-0.080 Bid9:58:58 PM Ask9:58:58 PM Underlying Strike price Expiration date Option type
1.500EUR -5.06% 1.490
Bid Size: 7,500		 1.500
Ask Size: 7,500		 Carrier Global Corp 48.00 USD 12/20/2024 Call
 

Master data

WKN: PN2Q3P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Carrier Global Corp
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 12/20/2024
Issue date: 5/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.40
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 1.40
Time value: 0.18
Break-even: 60.12
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.88
Theta: -0.01
Omega: 3.24
Rho: 0.16
 

Quote data

Open: 1.570
High: 1.580
Low: 1.470
Previous Close: 1.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.46%
1 Month
  -2.60%
3 Months  
+25.00%
YTD  
+16.28%
1 Year  
+82.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.540
1M High / 1M Low: 1.840 1.480
6M High / 6M Low: 1.850 0.900
High (YTD): 5/27/2024 1.850
Low (YTD): 4/22/2024 0.900
52W High: 5/27/2024 1.850
52W Low: 10/27/2023 0.740
Avg. price 1W:   1.564
Avg. volume 1W:   0.000
Avg. price 1M:   1.628
Avg. volume 1M:   0.000
Avg. price 6M:   1.330
Avg. volume 6M:   0.000
Avg. price 1Y:   1.247
Avg. volume 1Y:   0.000
Volatility 1M:   90.79%
Volatility 6M:   103.00%
Volatility 1Y:   97.46%
Volatility 3Y:   -