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BNP Paribas Call 155 TM5 21.06.20.../  DE000PE9CUV7  /

EUWAX
2024-06-19  9:43:03 AM Chg.+0.08 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
2.14EUR +3.88% -
Bid Size: -		 -
Ask Size: -		 T-MOBILE US INC.DL,-... 155.00 - 2024-06-21 Call
 

Master data

WKN: PE9CUV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: T-MOBILE US INC.DL,-00001
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.73
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.04
Implied volatility: 3.32
Historic volatility: 0.12
Parity: 1.04
Time value: 1.10
Break-even: 176.40
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 1.42%
Delta: 0.65
Theta: -3.76
Omega: 5.03
Rho: 0.00
 

Quote data

Open: 2.14
High: 2.14
Low: 2.14
Previous Close: 2.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.28%
1 Month  
+154.76%
3 Months  
+103.81%
YTD  
+69.84%
1 Year  
+205.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.19 1.80
1M High / 1M Low: 2.42 0.90
6M High / 6M Low: 2.42 0.77
High (YTD): 2024-06-11 2.42
Low (YTD): 2024-05-16 0.77
52W High: 2024-06-11 2.42
52W Low: 2023-09-06 0.54
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   20.80
Avg. price 1Y:   1.03
Avg. volume 1Y:   10.16
Volatility 1M:   195.19%
Volatility 6M:   130.66%
Volatility 1Y:   122.70%
Volatility 3Y:   -