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BNP Paribas Call 50 FCX 20.12.202.../  DE000PN5A7E7  /

EUWAX
11/7/2024  1:37:53 PM Chg.-0.010 Bid2:58:52 PM Ask2:58:52 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.170
Bid Size: 41,400		 0.180
Ask Size: 41,400		 Freeport McMoRan Inc 50.00 USD 12/20/2024 Call
 

Master data

WKN: PN5A7E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Freeport McMoRan Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.60
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -0.29
Time value: 0.13
Break-even: 47.89
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 1.19
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.35
Theta: -0.03
Omega: 11.79
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -58.82%
3 Months
  -12.50%
YTD
  -65.85%
1 Year
  -12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.090
1M High / 1M Low: 0.340 0.090
6M High / 6M Low: 0.930 0.058
High (YTD): 5/20/2024 0.930
Low (YTD): 9/9/2024 0.058
52W High: 5/20/2024 0.930
52W Low: 9/9/2024 0.058
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   237.59%
Volatility 6M:   265.54%
Volatility 1Y:   231.13%
Volatility 3Y:   -