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

EUWAX
5/17/2024  8:20:33 AM Chg.-0.03 Bid4:10:17 PM Ask4:10:17 PM Underlying Strike price Expiration date Option type
1.33EUR -2.21% 1.57
Bid Size: 16,500		 1.61
Ask Size: 16,500		 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: 11.19
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.23
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 1.23
Time value: 0.22
Break-even: 16.45
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 9.02%
Delta: 0.81
Theta: -0.01
Omega: 9.11
Rho: 0.01
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month  
+303.03%
3 Months  
+6550.00%
YTD  
+375.00%
1 Year  
+209.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.24
1M High / 1M Low: 1.59 0.33
6M High / 6M Low: 1.59 0.02
High (YTD): 5/15/2024 1.59
Low (YTD): 2/12/2024 0.02
52W High: 5/15/2024 1.59
52W Low: 2/12/2024 0.02
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.33
Avg. volume 6M:   0.00
Avg. price 1Y:   0.37
Avg. volume 1Y:   0.00
Volatility 1M:   424.25%
Volatility 6M:   328.05%
Volatility 1Y:   254.91%
Volatility 3Y:   -