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

EUWAX
07/06/2024  09:42:18 Chg.-0.04 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
2.35EUR -1.67% -
Bid Size: -		 -
Ask Size: -		 T-MOBILE US INC.DL,-... 155.00 - 21/06/2024 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: 21/06/2024
Issue date: 17/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.08
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.15
Implied volatility: 1.41
Historic volatility: 0.12
Parity: 1.15
Time value: 1.20
Break-even: 178.50
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 6.09
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.66
Theta: -0.64
Omega: 4.66
Rho: 0.03
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.07%
1 Month  
+183.13%
3 Months  
+80.77%
YTD  
+86.51%
1 Year  
+261.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.39 1.70
1M High / 1M Low: 2.39 0.77
6M High / 6M Low: 2.39 0.77
High (YTD): 06/06/2024 2.39
Low (YTD): 16/05/2024 0.77
52W High: 06/06/2024 2.39
52W Low: 06/09/2023 0.54
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.19
Avg. volume 6M:   20.80
Avg. price 1Y:   0.99
Avg. volume 1Y:   10.16
Volatility 1M:   191.23%
Volatility 6M:   131.88%
Volatility 1Y:   124.36%
Volatility 3Y:   -