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BNP Paribas Call 900 BlackRock Fu.../  DE000PN5A8M8  /

EUWAX
18/10/2024  08:26:29 Chg.-0.09 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
1.14EUR -7.32% -
Bid Size: -		 -
Ask Size: -		 BlackRock Inc 900.00 USD 17/01/2025 Call
 

Master data

WKN: PN5A8M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 900.00 USD
Maturity: 17/01/2025
Issue date: 27/06/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.13
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.04
Implied volatility: 0.21
Historic volatility: 0.19
Parity: 1.04
Time value: 0.11
Break-even: 946.09
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.77%
Delta: 0.90
Theta: -0.16
Omega: 7.30
Rho: 1.81
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.05%
1 Month  
+103.57%
3 Months  
+245.45%
YTD  
+90.00%
1 Year  
+1166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.77
1M High / 1M Low: 1.23 0.56
6M High / 6M Low: 1.23 0.15
High (YTD): 17/10/2024 1.23
Low (YTD): 12/06/2024 0.15
52W High: 17/10/2024 1.23
52W Low: 01/11/2023 0.05
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   0.80
Avg. volume 1M:   0.00
Avg. price 6M:   0.38
Avg. volume 6M:   0.00
Avg. price 1Y:   0.36
Avg. volume 1Y:   0.00
Volatility 1M:   169.77%
Volatility 6M:   170.40%
Volatility 1Y:   172.47%
Volatility 3Y:   -