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BNP Paribas Call 60 TOTB 20.09.20.../  DE000PN8XT73  /

Frankfurt Zert./BNP
2024-08-02  7:20:25 PM Chg.-0.070 Bid8:09:44 PM Ask8:09:44 PM Underlying Strike price Expiration date Option type
0.300EUR -18.92% 0.300
Bid Size: 10,000		 0.370
Ask Size: 8,109		 TOTALENERGIES SE EO... 60.00 EUR 2024-09-20 Call
 

Master data

WKN: PN8XT7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.10
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.19
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.19
Time value: 0.22
Break-even: 64.10
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.64
Theta: -0.03
Omega: 9.70
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.370
Low: 0.300
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -47.37%
3 Months
  -65.12%
YTD
  -49.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.700 0.360
6M High / 6M Low: 1.120 0.350
High (YTD): 2024-04-26 1.120
Low (YTD): 2024-02-20 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.74%
Volatility 6M:   141.97%
Volatility 1Y:   -
Volatility 3Y:   -