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BNP Paribas Call 80 CL 20.12.2024/  DE000PN28EA9  /

EUWAX
7/12/2024  9:20:23 AM Chg.+0.02 Bid12:06:02 PM Ask12:06:02 PM Underlying Strike price Expiration date Option type
1.79EUR +1.13% 1.80
Bid Size: 14,000		 1.81
Ask Size: 14,000		 Colgate Palmolive Co 80.00 USD 12/20/2024 Call
 

Master data

WKN: PN28EA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.97
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.63
Implied volatility: 0.25
Historic volatility: 0.13
Parity: 1.63
Time value: 0.18
Break-even: 91.67
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.92
Theta: -0.01
Omega: 4.55
Rho: 0.28
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.15%
1 Month  
+18.54%
3 Months  
+86.46%
YTD  
+198.33%
1 Year  
+237.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.79 1.64
1M High / 1M Low: 1.94 1.43
6M High / 6M Low: 1.94 0.63
High (YTD): 6/25/2024 1.94
Low (YTD): 1/16/2024 0.63
52W High: 6/25/2024 1.94
52W Low: 10/11/2023 0.28
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   0.00
Avg. price 1Y:   0.86
Avg. volume 1Y:   0.00
Volatility 1M:   72.75%
Volatility 6M:   73.48%
Volatility 1Y:   91.24%
Volatility 3Y:   -