BNP Paribas Call 115 SY1/ DE000PE87VT8 /
2024-06-20 9:50:24 PM | Chg.-0.023 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.031EUR | -42.59% | - Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. | 115.00 - | 2024-06-21 | Call |
Master data
WKN: | PE87VT |
---|---|
Issuer: | BNP PARIBAS |
Currency: | EUR |
Underlying: | SYMRISE AG INH. O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 115.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-02-15 |
Last trading day: | 2024-06-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 130.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.58 |
Historic volatility: | 0.20 |
Parity: | -0.12 |
Time value: | 0.09 |
Break-even: | 115.87 |
Moneyness: | 0.99 |
Premium: | 0.02 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.03 |
Spread %: | 55.36% |
Delta: | 0.37 |
Theta: | -0.66 |
Omega: | 48.61 |
Rho: | 0.00 |
Quote data
Open: | 0.038 |
---|---|
High: | 0.067 |
Low: | 0.018 |
Previous Close: | 0.054 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -22.50% | ||
---|---|---|---|
1 Month | +342.86% | ||
3 Months | -89.31% | ||
YTD | -83.68% | ||
1 Year | -90.88% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.130 | 0.031 |
---|---|---|
1M High / 1M Low: | 0.130 | 0.007 |
6M High / 6M Low: | 0.360 | 0.003 |
High (YTD): | 2024-03-25 | 0.360 |
Low (YTD): | 2024-05-16 | 0.003 |
52W High: | 2023-07-28 | 0.510 |
52W Low: | 2024-05-16 | 0.003 |
Avg. price 1W: | 0.067 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.040 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.109 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.202 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 1,042.76% | |
Volatility 6M: | 531.85% | |
Volatility 1Y: | 391.03% | |
Volatility 3Y: | - |