BNP Paribas Call 15 INN1 21.06.2024
/ DE000PE861R7
BNP Paribas Call 15 INN1 21.06.20.../ DE000PE861R7 /
20/05/2024 08:22:39 |
Chg.+0.35 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+26.32% |
- Bid Size: - |
- Ask Size: - |
ING GROEP NV EO... |
15.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
15/02/2023 |
Last trading day: |
20/06/2024 |
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: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.33 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.48% |
1 Month |
|
|
+290.70% |
3 Months |
|
|
+8300.00% |
YTD |
|
|
+500.00% |
1 Year |
|
|
+273.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.59 |
1.24 |
1M High / 1M Low: |
1.59 |
0.54 |
6M High / 6M Low: |
1.59 |
0.02 |
High (YTD): |
15/05/2024 |
1.59 |
Low (YTD): |
12/02/2024 |
0.02 |
52W High: |
15/05/2024 |
1.59 |
52W Low: |
12/02/2024 |
0.02 |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.37 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
432.04% |
Volatility 6M: |
|
327.88% |
Volatility 1Y: |
|
255.83% |
Volatility 3Y: |
|
- |