OverviewChartNewsTraderScreen

BNP Paribas Call 560 TMO 20.12.20.../  DE000PN8ZWG6  /

Frankfurt Zert./BNP
2024-10-16  4:05:21 PM Chg.-0.360 Bid4:12:13 PM Ask4:12:13 PM Underlying Strike price Expiration date Option type
4.890EUR -6.86% 4.870
Bid Size: 3,800		 4.920
Ask Size: 3,800		 Thermo Fisher Scient... 560.00 USD 2024-12-20 Call
 

Master data

WKN: PN8ZWG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Thermo Fisher Scientific Inc
Type: Warrant
Option type: Call
Strike price: 560.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.51
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 3.72
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 3.72
Time value: 1.53
Break-even: 567.05
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: -0.02
Spread %: -0.38%
Delta: 0.74
Theta: -0.21
Omega: 7.77
Rho: 0.63
 

Quote data

Open: 5.140
High: 5.160
Low: 4.630
Previous Close: 5.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.86%
1 Month
  -26.36%
3 Months  
+30.40%
YTD
  -7.21%
1 Year  
+15.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.420 4.710
1M High / 1M Low: 6.910 4.710
6M High / 6M Low: 8.030 2.710
High (YTD): 2024-03-08 8.220
Low (YTD): 2024-07-09 2.710
52W High: 2024-03-08 8.220
52W Low: 2023-10-27 1.990
Avg. price 1W:   5.124
Avg. volume 1W:   0.000
Avg. price 1M:   5.838
Avg. volume 1M:   0.000
Avg. price 6M:   5.609
Avg. volume 6M:   0.000
Avg. price 1Y:   5.362
Avg. volume 1Y:   0.000
Volatility 1M:   146.18%
Volatility 6M:   131.59%
Volatility 1Y:   126.71%
Volatility 3Y:   -