BNP Paribas Call 160 VEEV 21.06.2024
/ DE000PZ1EZS0
BNP Paribas Call 160 VEEV 21.06.2.../ DE000PZ1EZS0 /
| 6/10/2024 10:50:29 AM |
Chg.-0.060 |
Bid6/10/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
-2.73% |
2.140
Bid Size: 3,500 |
-
Ask Size: - |
Veeva Systems Inc |
160.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
2.15 |
| Time value: |
0.05 |
| Break-even: |
170.44 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.94 |
| Theta: |
-0.09 |
| Omega: |
7.29 |
| Rho: |
0.04 |
Quote data
| Open: |
2.160 |
| High: |
2.160 |
| Low: |
2.140 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.33% |
| 1 Month |
|
|
-48.68% |
| 3 Months |
|
|
-67.33% |
| YTD |
|
|
-46.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
1.200 |
| 1M High / 1M Low: |
4.790 |
1.200 |
| 6M High / 6M Low: |
7.100 |
1.200 |
| High (YTD): |
3/13/2024 |
7.100 |
| Low (YTD): |
6/3/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.798 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.33% |
| Volatility 6M: |
|
142.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
