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BNP Paribas Call 50 ERIC/B 20.12..../  DE000PN7EZK8  /

EUWAX
9/5/2024  8:39:18 AM Chg.+0.11 Bid4:41:20 PM Ask4:41:20 PM Underlying Strike price Expiration date Option type
2.29EUR +5.05% 2.25
Bid Size: 22,000		 2.27
Ask Size: 22,000		 Ericsson, Telefonab.... 50.00 SEK 12/20/2024 Call
 

Master data

WKN: PN7EZK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 50.00 SEK
Maturity: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 2.28
Intrinsic value: 2.23
Implied volatility: 0.59
Historic volatility: 0.26
Parity: 2.23
Time value: 0.12
Break-even: 6.74
Moneyness: 1.51
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 2.17%
Delta: 0.93
Theta: 0.00
Omega: 2.63
Rho: 0.01
 

Quote data

Open: 2.29
High: 2.29
Low: 2.29
Previous Close: 2.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.88%
1 Month  
+43.13%
3 Months  
+50.66%
YTD  
+60.14%
1 Year  
+129.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.38 2.18
1M High / 1M Low: 2.38 1.60
6M High / 6M Low: 2.38 0.71
High (YTD): 9/3/2024 2.38
Low (YTD): 4/18/2024 0.71
52W High: 9/3/2024 2.38
52W Low: 10/30/2023 0.51
Avg. price 1W:   2.29
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   1.37
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   0.00
Volatility 1M:   60.23%
Volatility 6M:   104.53%
Volatility 1Y:   101.33%
Volatility 3Y:   -