BNP Paribas Call 15 INN1 21.06.2024
/ DE000PE861R7
BNP Paribas Call 15 INN1 21.06.20.../ DE000PE861R7 /
| 2024-05-20 8:22:39 AM |
Chg.+0.35 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+26.32% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
15.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-02-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
1.52 |
| Time value: |
0.24 |
| Break-even: |
16.76 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.12 |
| Spread %: |
7.32% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
7.75 |
| Rho: |
0.01 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+290.70% |
| 3 Months |
|
|
+5500.00% |
| YTD |
|
|
+500.00% |
| 1 Year |
|
|
+273.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.33 |
| 1M High / 1M Low: |
1.68 |
0.54 |
| 6M High / 6M Low: |
1.68 |
0.02 |
| High (YTD): |
2024-05-20 |
1.68 |
| Low (YTD): |
2024-02-12 |
0.02 |
| 52W High: |
2024-05-20 |
1.68 |
| 52W Low: |
2024-02-12 |
0.02 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
425.56% |
| Volatility 6M: |
|
329.35% |
| Volatility 1Y: |
|
256.48% |
| Volatility 3Y: |
|
- |
