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BNP Paribas Call 80 EW 20.12.2024/  DE000PN3Y1W6  /

EUWAX
11/10/2024  08:29:53 Chg.-0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 Edwards Lifesciences... 80.00 USD 20/12/2024 Call
 

Master data

WKN: PN3Y1W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/12/2024
Issue date: 25/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.72
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.07
Time value: 0.17
Break-even: 74.87
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 1.58
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.25
Theta: -0.03
Omega: 9.26
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -6.25%
3 Months
  -91.02%
YTD
  -84.21%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.087
1M High / 1M Low: 0.230 0.070
6M High / 6M Low: 1.740 0.070
High (YTD): 28/03/2024 2.050
Low (YTD): 03/10/2024 0.070
52W High: 28/03/2024 2.050
52W Low: 03/10/2024 0.070
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.835
Avg. volume 6M:   0.000
Avg. price 1Y:   0.937
Avg. volume 1Y:   0.000
Volatility 1M:   455.73%
Volatility 6M:   278.25%
Volatility 1Y:   217.93%
Volatility 3Y:   -