BNP Paribas Call 102 SY1/ DE000PE87VN1 /
| 2024-06-20 9:50:19 PM | Chg.+0.030 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.190EUR | +2.59% | - Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. | 102.00 - | 2024-06-21 | Call |
Master data
| WKN: | PE87VN |
|---|---|
| Issuer: | BNP PARIBAS |
| Currency: | EUR |
| Underlying: | SYMRISE AG INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 102.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-02-15 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 1.18 |
| Implied volatility: | 1.59 |
| Historic volatility: | 0.20 |
| Parity: | 1.18 |
| Time value: | 0.04 |
| Break-even: | 114.20 |
| Moneyness: | 1.12 |
| Premium: | 0.00 |
| Premium p.a.: | 2.60 |
| Spread abs.: | 0.05 |
| Spread %: | 4.27% |
| Delta: | 0.91 |
| Theta: | -0.75 |
| Omega: | 8.52 |
| Rho: | 0.00 |
Quote data
| Open: | 1.180 |
|---|---|
| High: | 1.250 |
| Low: | 1.140 |
| Previous Close: | 1.160 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +15.53% | ||
|---|---|---|---|
| 1 Month | +240.00% | ||
| 3 Months | +15.53% | ||
| YTD | +98.33% | ||
| 1 Year | +72.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.330 | 1.030 |
|---|---|---|
| 1M High / 1M Low: | 1.330 | 0.350 |
| 6M High / 6M Low: | 1.330 | 0.200 |
| High (YTD): | 2024-06-18 | 1.330 |
| Low (YTD): | 2024-05-16 | 0.200 |
| 52W High: | 2024-06-18 | 1.330 |
| 52W Low: | 2024-05-16 | 0.200 |
| Avg. price 1W: | 1.182 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.823 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.576 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.619 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 218.43% | |
| Volatility 6M: | 225.02% | |
| Volatility 1Y: | 184.31% | |
| Volatility 3Y: | - |
