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BNP Paribas Call 160 TM5 21.06.20.../  DE000PE9CUW5  /

Frankfurt Zert./BNP
07/06/2024  21:50:25 Chg.+0.040 Bid21:59:52 Ask- Underlying Strike price Expiration date Option type
1.920EUR +2.13% 1.880
Bid Size: 6,000		 -
Ask Size: -		 T-MOBILE US INC.DL,-... 160.00 - 21/06/2024 Call
 

Master data

WKN: PE9CUW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: T-MOBILE US INC.DL,-00001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 21/06/2024
Issue date: 17/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.81
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.65
Implied volatility: 1.25
Historic volatility: 0.12
Parity: 0.65
Time value: 1.24
Break-even: 178.90
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 6.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.61
Theta: -0.59
Omega: 5.41
Rho: 0.03
 

Quote data

Open: 1.880
High: 1.950
Low: 1.850
Previous Close: 1.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month  
+308.51%
3 Months  
+106.45%
YTD  
+97.94%
1 Year  
+262.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.260
1M High / 1M Low: 1.920 0.410
6M High / 6M Low: 1.920 0.410
High (YTD): 07/06/2024 1.920
Low (YTD): 15/05/2024 0.410
52W High: 07/06/2024 1.920
52W Low: 15/05/2024 0.410
Avg. price 1W:   1.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.863
Avg. volume 1M:   0.000
Avg. price 6M:   0.868
Avg. volume 6M:   0.000
Avg. price 1Y:   0.745
Avg. volume 1Y:   0.000
Volatility 1M:   220.23%
Volatility 6M:   143.58%
Volatility 1Y:   133.75%
Volatility 3Y:   -