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BNP Paribas Call 75 CL 20.12.2024/  DE000PN28D92  /

Frankfurt Zert./BNP
2024-07-26  11:50:35 AM Chg.-0.020 Bid2024-07-26 Ask- Underlying Strike price Expiration date Option type
2.150EUR -0.92% 2.150
Bid Size: 13,000		 -
Ask Size: -		 Colgate Palmolive Co 75.00 USD 2024-12-20 Call
 

Master data

WKN: PN28D9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.98
Implied volatility: 0.34
Historic volatility: 0.13
Parity: 1.98
Time value: 0.19
Break-even: 90.82
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.40%
Delta: 0.91
Theta: -0.02
Omega: 3.72
Rho: 0.24
 

Quote data

Open: 2.150
High: 2.170
Low: 2.130
Previous Close: 2.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.11%
1 Month
  -7.73%
3 Months  
+24.28%
YTD  
+147.13%
1 Year  
+131.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.290 2.160
1M High / 1M Low: 2.330 2.080
6M High / 6M Low: 2.360 1.090
High (YTD): 2024-06-24 2.360
Low (YTD): 2024-01-05 0.920
52W High: 2024-06-24 2.360
52W Low: 2023-10-11 0.440
Avg. price 1W:   2.210
Avg. volume 1W:   0.000
Avg. price 1M:   2.200
Avg. volume 1M:   0.000
Avg. price 6M:   1.710
Avg. volume 6M:   0.000
Avg. price 1Y:   1.225
Avg. volume 1Y:   0.000
Volatility 1M:   48.08%
Volatility 6M:   56.84%
Volatility 1Y:   77.21%
Volatility 3Y:   -