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BNP Paribas Call 15 1U1 21.06.202.../  DE000PE85H99  /

Frankfurt Zert./BNP
5/30/2024  6:21:04 PM Chg.0.000 Bid5/30/2024 Ask5/30/2024 Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 1+1 AG INH O.N. 15.00 - 6/21/2024 Call
 

Master data

WKN: PE85H9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 6/21/2024
Issue date: 2/15/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.23
Implied volatility: 0.74
Historic volatility: 0.33
Parity: 0.23
Time value: 0.04
Break-even: 17.70
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.82
Theta: -0.02
Omega: 5.23
Rho: 0.01
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.58%
1 Month  
+19.05%
3 Months
  -16.67%
YTD
  -40.48%
1 Year  
+635.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.280 0.180
6M High / 6M Low: 0.510 0.160
High (YTD): 1/24/2024 0.510
Low (YTD): 4/17/2024 0.160
52W High: 1/24/2024 0.510
52W Low: 7/11/2023 0.011
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   0.000
Volatility 1M:   248.55%
Volatility 6M:   157.80%
Volatility 1Y:   251.21%
Volatility 3Y:   -