BNP Paribas Call 160 ALV 21.06.2024
/ DE000PE1RMF2
BNP Paribas Call 160 ALV 21.06.20.../ DE000PE1RMF2 /
2024-06-10 9:20:16 PM |
Chg.-0.210 |
Bid9:51:47 PM |
Ask9:51:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.970EUR |
-2.06% |
9.960 Bid Size: 2,680 |
10.030 Ask Size: 2,680 |
ALLIANZ SE NA O.N. |
160.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE1RMF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ALLIANZ SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-05 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.17 |
Intrinsic value: |
10.15 |
Implied volatility: |
1.51 |
Historic volatility: |
0.15 |
Parity: |
10.15 |
Time value: |
0.08 |
Break-even: |
262.30 |
Moneyness: |
1.63 |
Premium: |
0.00 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.07 |
Spread %: |
0.69% |
Delta: |
0.98 |
Theta: |
-0.18 |
Omega: |
2.50 |
Rho: |
0.05 |
Quote data
Open: |
10.090 |
High: |
10.100 |
Low: |
9.900 |
Previous Close: |
10.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.20% |
1 Month |
|
|
-5.59% |
3 Months |
|
|
-0.20% |
YTD |
|
|
+17.43% |
1 Year |
|
|
+75.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.980 |
10.180 |
1M High / 1M Low: |
10.980 |
10.180 |
6M High / 6M Low: |
11.840 |
8.280 |
High (YTD): |
2024-03-28 |
11.840 |
Low (YTD): |
2024-01-11 |
8.350 |
52W High: |
2024-03-28 |
11.840 |
52W Low: |
2023-07-06 |
5.200 |
Avg. price 1W: |
|
10.426 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.561 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.801 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.202 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
33.05% |
Volatility 6M: |
|
37.80% |
Volatility 1Y: |
|
41.01% |
Volatility 3Y: |
|
- |