BNP Paribas Call 110 SY1/ DE000PE87VR2 /
| 2024-06-20 6:11:58 PM | Chg.- | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.390EUR | - | - Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. | 110.00 - | 2024-06-21 | Call |
Master data
| WKN: | PE87VR |
|---|---|
| Issuer: | BNP PARIBAS |
| Currency: | EUR |
| Underlying: | SYMRISE AG INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-02-15 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.20 |
| Parity: | 0.38 |
| Time value: | 0.05 |
| Break-even: | 114.30 |
| Moneyness: | 1.03 |
| Premium: | 0.00 |
| Premium p.a.: | 3.95 |
| Spread abs.: | 0.05 |
| Spread %: | 13.16% |
| Delta: | 0.81 |
| Theta: | -0.63 |
| Omega: | 21.40 |
| Rho: | 0.00 |
Quote data
| Open: | 0.390 |
|---|---|
| High: | 0.450 |
| Low: | 0.390 |
| Previous Close: | 0.390 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.81% | ||
|---|---|---|---|
| 1 Month | +875.00% | ||
| 3 Months | -25.00% | ||
| YTD | +30.00% | ||
| 1 Year | -13.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.530 | 0.310 |
|---|---|---|
| 1M High / 1M Low: | 0.530 | 0.040 |
| 6M High / 6M Low: | 0.610 | 0.025 |
| High (YTD): | 2024-03-25 | 0.610 |
| Low (YTD): | 2024-05-16 | 0.025 |
| 52W High: | 2023-07-28 | 0.670 |
| 52W Low: | 2024-05-16 | 0.025 |
| Avg. price 1W: | 0.402 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.225 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.225 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.316 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 706.26% | |
| Volatility 6M: | 399.38% | |
| Volatility 1Y: | 302.13% | |
| Volatility 3Y: | - |
