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BNP Paribas Call 160 ALV 21.06.20.../  DE000PE1RMF2  /

EUWAX
31/05/2024  13:38:28 Chg.+0.44 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
10.80EUR +4.25% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 160.00 - 21/06/2024 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: 21/06/2024
Issue date: 05/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 10.86
Intrinsic value: 10.83
Implied volatility: 1.18
Historic volatility: 0.15
Parity: 10.83
Time value: 0.10
Break-even: 269.30
Moneyness: 1.68
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 0.64%
Delta: 0.98
Theta: -0.11
Omega: 2.40
Rho: 0.08
 

Quote data

Open: 10.57
High: 10.80
Low: 10.57
Previous Close: 10.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -0.46%
3 Months  
+13.33%
YTD  
+27.66%
1 Year  
+83.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.80 10.36
1M High / 1M Low: 11.32 10.33
6M High / 6M Low: 11.86 7.84
High (YTD): 02/04/2024 11.86
Low (YTD): 11/01/2024 8.30
52W High: 02/04/2024 11.86
52W Low: 06/07/2023 5.22
Avg. price 1W:   10.57
Avg. volume 1W:   0.00
Avg. price 1M:   10.67
Avg. volume 1M:   0.00
Avg. price 6M:   9.70
Avg. volume 6M:   0.00
Avg. price 1Y:   8.10
Avg. volume 1Y:   0.00
Volatility 1M:   44.27%
Volatility 6M:   37.85%
Volatility 1Y:   40.13%
Volatility 3Y:   -