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BNP Paribas Call 85 CL 20.12.2024/  DE000PN28EB7  /

Frankfurt Zert./BNP
26/07/2024  12:21:24 Chg.-0.020 Bid12:34:43 Ask26/07/2024 Underlying Strike price Expiration date Option type
1.310EUR -1.50% 1.300
Bid Size: 15,000		 -
Ask Size: -		 Colgate Palmolive Co 85.00 USD 20/12/2024 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: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.74
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.06
Implied volatility: 0.26
Historic volatility: 0.13
Parity: 1.06
Time value: 0.26
Break-even: 91.53
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.83
Theta: -0.02
Omega: 5.56
Rho: 0.24
 

Quote data

Open: 1.300
High: 1.320
Low: 1.280
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.03%
1 Month
  -10.88%
3 Months  
+35.05%
YTD  
+244.74%
1 Year  
+184.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.320
1M High / 1M Low: 1.480 1.240
6M High / 6M Low: 1.500 0.500
High (YTD): 24/06/2024 1.500
Low (YTD): 24/01/2024 0.400
52W High: 24/06/2024 1.500
52W Low: 11/10/2023 0.180
Avg. price 1W:   1.368
Avg. volume 1W:   0.000
Avg. price 1M:   1.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.969
Avg. volume 6M:   0.000
Avg. price 1Y:   0.646
Avg. volume 1Y:   0.000
Volatility 1M:   71.44%
Volatility 6M:   87.09%
Volatility 1Y:   108.35%
Volatility 3Y:   -