BNP Paribas Call 105 SY1/ DE000PE87VP6 /
| 2024-06-20 9:50:24 PM | Chg.+0.030 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.890EUR | +3.49% | - Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. | 105.00 - | 2024-06-21 | Call |
Master data
| WKN: | PE87VP |
|---|---|
| Issuer: | BNP PARIBAS |
| Currency: | EUR |
| Underlying: | SYMRISE AG INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-02-15 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.88 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 1.26 |
| Historic volatility: | 0.20 |
| Parity: | 0.88 |
| Time value: | 0.04 |
| Break-even: | 114.20 |
| Moneyness: | 1.08 |
| Premium: | 0.00 |
| Premium p.a.: | 2.60 |
| Spread abs.: | 0.05 |
| Spread %: | 5.75% |
| Delta: | 0.89 |
| Theta: | -0.69 |
| Omega: | 11.07 |
| Rho: | 0.00 |
Quote data
| Open: | 0.880 |
|---|---|
| High: | 0.950 |
| Low: | 0.840 |
| Previous Close: | 0.860 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +21.92% | ||
|---|---|---|---|
| 1 Month | +394.44% | ||
| 3 Months | +9.88% | ||
| YTD | +89.36% | ||
| 1 Year | +50.85% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.030 | 0.730 |
|---|---|---|
| 1M High / 1M Low: | 1.030 | 0.180 |
| 6M High / 6M Low: | 1.030 | 0.100 |
| High (YTD): | 2024-06-18 | 1.030 |
| Low (YTD): | 2024-05-16 | 0.100 |
| 52W High: | 2024-06-18 | 1.030 |
| 52W Low: | 2024-05-16 | 0.100 |
| Avg. price 1W: | 0.882 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.567 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.418 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.486 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 329.29% | |
| Volatility 6M: | 264.28% | |
| Volatility 1Y: | 210.56% | |
| Volatility 3Y: | - |
