BNP Paribas Call 160 VEEV 21.06.2024
/ DE000PZ1EZS0
BNP Paribas Call 160 VEEV 21.06.2.../ DE000PZ1EZS0 /
| 17/05/2024 21:50:21 |
Chg.+0.110 |
Bid21:59:47 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.740EUR |
+2.38% |
4.750
Bid Size: 3,500 |
-
Ask Size: - |
Veeva Systems Inc |
160.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ1EZS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Veeva Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.68 |
| Intrinsic value: |
4.63 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
4.63 |
| Time value: |
0.11 |
| Break-even: |
194.61 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.21% |
| Delta: |
0.96 |
| Theta: |
-0.06 |
| Omega: |
3.90 |
| Rho: |
0.13 |
Quote data
| Open: |
4.670 |
| High: |
4.780 |
| Low: |
4.610 |
| Previous Close: |
4.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.67% |
| 1 Month |
|
|
+23.76% |
| 3 Months |
|
|
-21.26% |
| YTD |
|
|
+19.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.790 |
4.180 |
| 1M High / 1M Low: |
4.790 |
3.780 |
| 6M High / 6M Low: |
7.100 |
2.640 |
| High (YTD): |
13/03/2024 |
7.100 |
| Low (YTD): |
03/01/2024 |
3.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.70% |
| Volatility 6M: |
|
90.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
