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: | - |