BNP Paribas Call 112 SY1/ DE000PE87VS0 /
| 2024-06-20 9:50:15 PM | Chg.-0.010 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.210EUR | -4.55% | - Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. | 112.00 - | 2024-06-21 | Call |
Master data
| WKN: | PE87VS |
|---|---|
| Issuer: | BNP PARIBAS |
| Currency: | EUR |
| Underlying: | SYMRISE AG INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 112.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-02-15 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 43.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.20 |
| Parity: | 0.18 |
| Time value: | 0.08 |
| Break-even: | 114.60 |
| Moneyness: | 1.02 |
| Premium: | 0.01 |
| Premium p.a.: | 11.90 |
| Spread abs.: | 0.03 |
| Spread %: | 13.04% |
| Delta: | 0.69 |
| Theta: | -0.69 |
| Omega: | 30.11 |
| Rho: | 0.00 |
Quote data
| Open: | 0.220 |
|---|---|
| High: | 0.270 |
| Low: | 0.180 |
| Previous Close: | 0.220 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +31.25% | ||
|---|---|---|---|
| 1 Month | +813.04% | ||
| 3 Months | -48.78% | ||
| YTD | -16.00% | ||
| 1 Year | -47.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.350 | 0.160 |
|---|---|---|
| 1M High / 1M Low: | 0.350 | 0.023 |
| 6M High / 6M Low: | 0.490 | 0.012 |
| High (YTD): | 2024-03-25 | 0.490 |
| Low (YTD): | 2024-05-16 | 0.012 |
| 52W High: | 2023-07-28 | 0.600 |
| 52W Low: | 2024-05-16 | 0.012 |
| Avg. price 1W: | 0.242 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.130 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.169 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.263 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 702.15% | |
| Volatility 6M: | 404.49% | |
| Volatility 1Y: | 305.08% | |
| Volatility 3Y: | - |
