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BNP Paribas Call 14 1U1 21.06.202.../  DE000PE85H81  /

Frankfurt Zert./BNP
5/28/2024  10:20:43 AM Chg.+0.020 Bid5/28/2024 Ask5/28/2024 Underlying Strike price Expiration date Option type
0.370EUR +5.71% 0.370
Bid Size: 50,000		 0.390
Ask Size: 50,000		 1+1 AG INH O.N. 14.00 - 6/21/2024 Call
 

Master data

WKN: PE85H8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 6/21/2024
Issue date: 2/15/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.34
Implied volatility: 0.84
Historic volatility: 0.33
Parity: 0.34
Time value: 0.03
Break-even: 17.70
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.87
Theta: -0.02
Omega: 4.10
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.370
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.63%
3 Months
  -2.63%
YTD
  -26.00%
1 Year  
+722.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.380 0.260
6M High / 6M Low: 0.590 0.230
High (YTD): 1/24/2024 0.590
Low (YTD): 4/17/2024 0.230
52W High: 1/24/2024 0.590
52W Low: 7/11/2023 0.016
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   182.10%
Volatility 6M:   122.12%
Volatility 1Y:   236.01%
Volatility 3Y:   -