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BNP Paribas Call 19 FRE 21.06.202.../  DE000PE35UG6  /

EUWAX
2024-06-17  10:19:19 AM Chg.-0.01 Bid10:32:42 AM Ask10:32:42 AM Underlying Strike price Expiration date Option type
1.06EUR -0.93% 1.04
Bid Size: 84,000		 1.08
Ask Size: 84,000		 FRESENIUS SE+CO.KGAA... 19.00 - 2024-06-21 Call
 

Master data

WKN: PE35UG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 -
Maturity: 2024-06-21
Issue date: 2022-10-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 2.91
Historic volatility: 0.24
Parity: 1.06
Time value: 0.02
Break-even: 29.80
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 1.09
Spread abs.: 0.05
Spread %: 4.85%
Delta: 0.95
Theta: -0.13
Omega: 2.59
Rho: 0.00
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.50%
1 Month  
+13.98%
3 Months  
+63.08%
YTD  
+7.07%
1 Year  
+30.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 1.07
1M High / 1M Low: 1.14 0.84
6M High / 6M Low: 1.14 0.57
High (YTD): 2024-06-07 1.14
Low (YTD): 2024-04-03 0.57
52W High: 2023-09-20 1.26
52W Low: 2024-04-03 0.57
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   0.83
Avg. volume 6M:   0.00
Avg. price 1Y:   0.88
Avg. volume 1Y:   0.00
Volatility 1M:   61.76%
Volatility 6M:   77.30%
Volatility 1Y:   76.32%
Volatility 3Y:   -