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BNP Paribas Call 70 NDA 20.12.202.../  DE000PN74R24  /

Frankfurt Zert./BNP
11/10/2024  21:20:21 Chg.-0.030 Bid21:53:15 Ask21:53:15 Underlying Strike price Expiration date Option type
1.490EUR -1.97% 1.490
Bid Size: 2,014		 1.600
Ask Size: 1,875		 AURUBIS AG 70.00 - 20/12/2024 Call
 

Master data

WKN: PN74R2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 06/09/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 39.97
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.34
Parity: -6.05
Time value: 1.60
Break-even: 71.60
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.82
Spread abs.: 0.11
Spread %: 7.38%
Delta: 0.30
Theta: -0.02
Omega: 11.98
Rho: 0.03
 

Quote data

Open: 1.510
High: 1.550
Low: 1.470
Previous Close: 1.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.37%
1 Month
  -43.35%
3 Months
  -78.09%
YTD
  -74.53%
1 Year
  -73.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.430
1M High / 1M Low: 4.620 1.320
6M High / 6M Low: 6.840 1.320
High (YTD): 10/07/2024 6.840
Low (YTD): 24/09/2024 1.320
52W High: 15/11/2023 6.960
52W Low: 24/09/2024 1.320
Avg. price 1W:   1.504
Avg. volume 1W:   0.000
Avg. price 1M:   2.306
Avg. volume 1M:   0.000
Avg. price 6M:   4.464
Avg. volume 6M:   .577
Avg. price 1Y:   4.600
Avg. volume 1Y:   .293
Volatility 1M:   359.03%
Volatility 6M:   194.17%
Volatility 1Y:   153.56%
Volatility 3Y:   -