OverviewChartNewsTraderScreen

BNP Paribas Call 112 SY1 21.06.20.../  DE000PE87VS0  /

EUWAX
2024-06-14  6:09:42 PM Chg.+0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.170EUR +41.67% -
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: 56.20
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.04
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.04
Time value: 0.16
Break-even: 114.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 1.36
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.55
Theta: -0.15
Omega: 30.90
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.220
Low: 0.130
Previous Close: 0.120
Turnover: 550
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+1207.69%
3 Months
  -45.16%
YTD
  -29.17%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.090
1M High / 1M Low: 0.210 0.013
6M High / 6M Low: 0.500 0.013
High (YTD): 2024-03-25 0.500
Low (YTD): 2024-05-16 0.013
52W High: 2023-07-28 0.600
52W Low: 2024-05-16 0.013
Avg. price 1W:   0.144
Avg. volume 1W:   500
Avg. price 1M:   0.090
Avg. volume 1M:   227.273
Avg. price 6M:   0.169
Avg. volume 6M:   40.323
Avg. price 1Y:   0.266
Avg. volume 1Y:   19.608
Volatility 1M:   840.95%
Volatility 6M:   449.33%
Volatility 1Y:   335.56%
Volatility 3Y:   -