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BNP Paribas Call 85 CL 20.12.2024/  DE000PN28EB7  /

EUWAX
2024-11-07  12:58:17 PM Chg.-0.390 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.590EUR -39.80% -
Bid Size: -		 -
Ask Size: -		 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: 13.78
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.49
Implied volatility: 0.25
Historic volatility: 0.14
Parity: 0.49
Time value: 0.12
Break-even: 85.30
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.78
Theta: -0.03
Omega: 10.77
Rho: 0.07
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.18%
1 Month
  -56.62%
3 Months
  -68.78%
YTD  
+55.26%
1 Year  
+90.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 1.570 0.860
6M High / 6M Low: 2.240 0.860
High (YTD): 2024-09-05 2.240
Low (YTD): 2024-01-24 0.400
52W High: 2024-09-05 2.240
52W Low: 2023-11-20 0.260
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   1.272
Avg. volume 1M:   0.000
Avg. price 6M:   1.465
Avg. volume 6M:   0.000
Avg. price 1Y:   1.032
Avg. volume 1Y:   0.000
Volatility 1M:   124.46%
Volatility 6M:   95.76%
Volatility 1Y:   101.70%
Volatility 3Y:   -