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

EUWAX
5/21/2024  8:19:55 AM Chg.-0.03 Bid9:27:45 AM Ask9:27:45 AM Underlying Strike price Expiration date Option type
1.65EUR -1.79% 1.64
Bid Size: 16,000		 1.68
Ask Size: 16,000		 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: 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: 1.65
High: 1.65
Low: 1.65
Previous Close: 1.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.06%
1 Month  
+283.72%
3 Months  
+5400.00%
YTD  
+489.29%
1 Year  
+266.67%
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): 5/20/2024 1.68
Low (YTD): 2/12/2024 0.02
52W High: 5/20/2024 1.68
52W Low: 2/12/2024 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:   -