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BNP Paribas Call 35 BAC 20.06.202.../  DE000PN7EVZ5  /

Frankfurt Zert./BNP
1/23/2025  9:55:16 PM Chg.+0.010 Bid1/23/2025 Ask1/23/2025 Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.480
Bid Size: 47,000		 0.490
Ask Size: 47,000		 VERIZON COMM. INC. D... 35.00 - 6/20/2025 Call
 

Master data

WKN: PN7EVZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 6/20/2025
Issue date: 8/17/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.96
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.24
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.24
Time value: 0.23
Break-even: 39.70
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.68
Theta: -0.01
Omega: 5.42
Rho: 0.08
 

Quote data

Open: 0.470
High: 0.490
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month
  -7.69%
3 Months
  -38.46%
YTD
  -5.88%
1 Year
  -37.66%
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.550 0.400
6M High / 6M Low: 0.940 0.400
High (YTD): 1/3/2025 0.550
Low (YTD): 1/10/2025 0.400
52W High: 11/28/2024 0.940
52W Low: 1/10/2025 0.400
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   0.687
Avg. volume 6M:   0.000
Avg. price 1Y:   0.662
Avg. volume 1Y:   0.000
Volatility 1M:   92.92%
Volatility 6M:   92.07%
Volatility 1Y:   93.57%
Volatility 3Y:   -