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BNP Paribas Call 95 CPA 20.12.202.../  DE000PN28ED3  /

Frankfurt Zert./BNP
9/5/2024  5:35:20 PM Chg.+0.010 Bid5:39:04 PM Ask5:39:04 PM Underlying Strike price Expiration date Option type
1.400EUR +0.72% 1.390
Bid Size: 26,000		 1.400
Ask Size: 26,000		 COLGATE-PALMOLIVE ... 95.00 - 12/20/2024 Call
 

Master data

WKN: PN28ED
Issuer: BNP PARIBAS
Currency: EUR
Underlying: COLGATE-PALMOLIVE DL 1
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.32
Implied volatility: 0.59
Historic volatility: 0.13
Parity: 0.32
Time value: 1.11
Break-even: 109.30
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.62
Theta: -0.06
Omega: 4.23
Rho: 0.13
 

Quote data

Open: 1.400
High: 1.450
Low: 1.390
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+52.17%
3 Months  
+204.35%
YTD  
+976.92%
1 Year  
+1455.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.190
1M High / 1M Low: 1.390 0.820
6M High / 6M Low: 1.390 0.230
High (YTD): 9/4/2024 1.390
Low (YTD): 1/24/2024 0.120
52W High: 9/4/2024 1.390
52W Low: 10/11/2023 0.060
Avg. price 1W:   1.282
Avg. volume 1W:   0.000
Avg. price 1M:   1.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   106.03%
Volatility 6M:   140.16%
Volatility 1Y:   150.15%
Volatility 3Y:   -