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BNP Paribas Call 90 CL 20.12.2024/  DE000PN28EC5  /

EUWAX
2024-07-26  9:22:50 AM Chg.-0.040 Bid10:12:43 AM Ask10:12:43 AM Underlying Strike price Expiration date Option type
0.900EUR -4.26% 0.940
Bid Size: 16,000		 -
Ask Size: -		 Colgate Palmolive Co 90.00 USD 2024-12-20 Call
 

Master data

WKN: PN28EC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 90.00 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: 9.46
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.60
Implied volatility: 0.23
Historic volatility: 0.13
Parity: 0.60
Time value: 0.34
Break-even: 92.34
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.74
Theta: -0.02
Omega: 7.00
Rho: 0.23
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.46%
1 Month
  -15.89%
3 Months  
+69.81%
YTD  
+291.30%
1 Year  
+190.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.920
1M High / 1M Low: 1.120 0.850
6M High / 6M Low: 1.120 0.300
High (YTD): 2024-07-18 1.120
Low (YTD): 2024-01-24 0.230
52W High: 2024-07-18 1.120
52W Low: 2023-10-11 0.100
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   0.980
Avg. volume 1M:   0.000
Avg. price 6M:   0.659
Avg. volume 6M:   0.000
Avg. price 1Y:   0.426
Avg. volume 1Y:   0.000
Volatility 1M:   113.11%
Volatility 6M:   110.21%
Volatility 1Y:   130.84%
Volatility 3Y:   -