OverviewChartNewsTraderScreen

BNP Paribas Call 118.18 AIL 21.06.../  DE000PE85J30  /

EUWAX
2024-06-14  8:21:20 AM Chg.-0.11 Bid8:47:31 AM Ask8:47:31 AM Underlying Strike price Expiration date Option type
5.17EUR -2.08% 5.06
Bid Size: 2,600		 -
Ask Size: -		 AIR LIQUIDE INH. EO ... 118.18 EUR 2024-06-21 Call
 

Master data

WKN: PE85J3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 118.18 EUR
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 9.09:1
Exercise type: American
Quanto: -
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 4.97
Intrinsic value: 4.96
Implied volatility: 1.74
Historic volatility: 0.18
Parity: 4.96
Time value: 0.16
Break-even: 164.73
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.58
Spread abs.: -0.05
Spread %: -0.97%
Delta: 0.93
Theta: -0.39
Omega: 3.26
Rho: 0.02
 

Quote data

Open: 5.17
High: 5.17
Low: 5.17
Previous Close: 5.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.68%
1 Month
  -7.68%
3 Months
  -22.49%
YTD  
+4.66%
1 Year  
+44.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.60 5.28
1M High / 1M Low: 5.80 4.94
6M High / 6M Low: 6.83 4.01
High (YTD): 2024-03-21 6.83
Low (YTD): 2024-02-13 4.01
52W High: 2024-03-21 6.83
52W Low: 2023-10-20 2.83
Avg. price 1W:   5.46
Avg. volume 1W:   0.00
Avg. price 1M:   5.41
Avg. volume 1M:   0.00
Avg. price 6M:   5.35
Avg. volume 6M:   0.00
Avg. price 1Y:   4.60
Avg. volume 1Y:   0.00
Volatility 1M:   54.36%
Volatility 6M:   60.99%
Volatility 1Y:   61.47%
Volatility 3Y:   -