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BNP Paribas Call 15 INN1 21.06.20.../  DE000PE861R7  /

EUWAX
6/14/2024  8:21:21 AM Chg.-0.230 Bid11:19:29 AM Ask11:19:29 AM Underlying Strike price Expiration date Option type
0.690EUR -25.00% 0.610
Bid Size: 20,000		 0.650
Ask Size: 20,000		 ING GROEP NV EO... 15.00 - 6/21/2024 Call
 

Master data

WKN: PE861R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ING GROEP NV EO -,01
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: 1:1
Exercise type: American
Quanto: -
Gearing: 18.31
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.56
Implied volatility: 0.61
Historic volatility: 0.21
Parity: 0.56
Time value: 0.29
Break-even: 15.85
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 1.62
Spread abs.: 0.16
Spread %: 23.19%
Delta: 0.69
Theta: -0.03
Omega: 12.55
Rho: 0.00
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.06%
1 Month
  -48.12%
3 Months  
+283.33%
YTD  
+146.43%
1 Year  
+76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 0.920
1M High / 1M Low: 1.680 0.920
6M High / 6M Low: 1.680 0.017
High (YTD): 5/20/2024 1.680
Low (YTD): 2/12/2024 0.017
52W High: 5/20/2024 1.680
52W Low: 2/12/2024 0.017
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   1.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   204.33%
Volatility 6M:   331.66%
Volatility 1Y:   258.63%
Volatility 3Y:   -