BNP Paribas Call 100 SY1/ DE000PE87VM3 /
2024-06-20 9:50:16 PM | Chg.+0.030 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.390EUR | +2.21% | - Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. | 100.00 - | 2024-06-21 | Call |
Master data
WKN: | PE87VM |
---|---|
Issuer: | BNP PARIBAS |
Currency: | EUR |
Underlying: | SYMRISE AG INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-02-15 |
Last trading day: | 2024-06-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.01 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 1.38 |
Implied volatility: | 1.80 |
Historic volatility: | 0.20 |
Parity: | 1.38 |
Time value: | 0.04 |
Break-even: | 114.20 |
Moneyness: | 1.14 |
Premium: | 0.00 |
Premium p.a.: | 2.60 |
Spread abs.: | 0.05 |
Spread %: | 3.65% |
Delta: | 0.92 |
Theta: | -0.79 |
Omega: | 7.39 |
Rho: | 0.00 |
Quote data
Open: | 1.380 |
---|---|
High: | 1.450 |
Low: | 1.340 |
Previous Close: | 1.360 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +13.93% | ||
---|---|---|---|
1 Month | +183.67% | ||
3 Months | +17.80% | ||
YTD | +98.57% | ||
1 Year | +80.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.530 | 1.220 |
---|---|---|
1M High / 1M Low: | 1.530 | 0.490 |
6M High / 6M Low: | 1.530 | 0.300 |
High (YTD): | 2024-06-18 | 1.530 |
Low (YTD): | 2024-05-16 | 0.300 |
52W High: | 2024-06-18 | 1.530 |
52W Low: | 2024-05-16 | 0.300 |
Avg. price 1W: | 1.380 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.006 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.697 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.721 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 183.26% | |
Volatility 6M: | 204.37% | |
Volatility 1Y: | 170.09% | |
Volatility 3Y: | - |