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BNP Paribas Call 85 CL 20.12.2024/  DE000PN28EB7  /

Frankfurt Zert./BNP
2024-07-05  10:50:42 AM Chg.-0.030 Bid11:04:11 AM Ask11:04:11 AM Underlying Strike price Expiration date Option type
1.230EUR -2.38% 1.230
Bid Size: 7,500		 1.260
Ask Size: 7,500		 Colgate Palmolive Co 85.00 USD 2024-12-20 Call
 

Master data

WKN: PN28EB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 85.00 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: 6.98
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.01
Implied volatility: 0.23
Historic volatility: 0.13
Parity: 1.01
Time value: 0.26
Break-even: 91.33
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 2.42%
Delta: 0.83
Theta: -0.02
Omega: 5.81
Rho: 0.28
 

Quote data

Open: 1.230
High: 1.230
Low: 1.230
Previous Close: 1.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month  
+12.84%
3 Months  
+59.74%
YTD  
+223.68%
1 Year  
+186.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.240
1M High / 1M Low: 1.500 1.050
6M High / 6M Low: 1.500 0.400
High (YTD): 2024-06-24 1.500
Low (YTD): 2024-01-24 0.400
52W High: 2024-06-24 1.500
52W Low: 2023-10-11 0.180
Avg. price 1W:   1.274
Avg. volume 1W:   0.000
Avg. price 1M:   1.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.858
Avg. volume 6M:   0.000
Avg. price 1Y:   0.589
Avg. volume 1Y:   0.000
Volatility 1M:   80.13%
Volatility 6M:   89.46%
Volatility 1Y:   109.19%
Volatility 3Y:   -