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BNP Paribas Call 100 DWD 21.06.20.../  DE000PE14DE2  /

Frankfurt Zert./BNP
2024-06-07  9:50:22 PM Chg.+0.009 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.055EUR +19.57% 0.052
Bid Size: 10,000		 0.091
Ask Size: 10,000		 MORGAN STANLEY D... 100.00 - 2024-06-21 Call
 

Master data

WKN: PE14DE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 97.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.22
Parity: -1.11
Time value: 0.09
Break-even: 100.91
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 26.05
Spread abs.: 0.04
Spread %: 89.58%
Delta: 0.17
Theta: -0.10
Omega: 16.92
Rho: 0.01
 

Quote data

Open: 0.046
High: 0.061
Low: 0.027
Previous Close: 0.046
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.52%
1 Month
  -54.17%
3 Months
  -29.49%
YTD
  -83.82%
1 Year
  -86.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.046
1M High / 1M Low: 0.330 0.046
6M High / 6M Low: 0.350 0.043
High (YTD): 2024-01-02 0.350
Low (YTD): 2024-03-11 0.043
52W High: 2023-07-25 0.600
52W Low: 2023-11-01 0.023
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   376.57%
Volatility 6M:   408.92%
Volatility 1Y:   334.31%
Volatility 3Y:   -