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BNP Paribas Call 190 FDX 21.06.20.../  DE000PE14LC9  /

Frankfurt Zert./BNP
2024-06-19  10:50:46 AM Chg.-0.040 Bid10:52:26 AM Ask- Underlying Strike price Expiration date Option type
5.420EUR -0.73% 5.430
Bid Size: 5,100		 -
Ask Size: -		 FEDEX CORP. D... 190.00 - 2024-06-21 Call
 

Master data

WKN: PE14LC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.23
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 4.10
Implied volatility: 4.81
Historic volatility: 0.23
Parity: 4.10
Time value: 1.36
Break-even: 244.60
Moneyness: 1.22
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.74%
Delta: 0.77
Theta: -6.31
Omega: 3.24
Rho: 0.01
 

Quote data

Open: 5.390
High: 5.450
Low: 5.390
Previous Close: 5.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.73%
1 Month
  -12.44%
3 Months
  -15.31%
YTD
  -13.28%
1 Year
  -1.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.630 5.270
1M High / 1M Low: 5.980 5.150
6M High / 6M Low: 9.450 4.670
High (YTD): 2024-03-28 9.450
Low (YTD): 2024-02-15 4.670
52W High: 2024-03-28 9.450
52W Low: 2024-02-15 4.670
Avg. price 1W:   5.454
Avg. volume 1W:   0.000
Avg. price 1M:   5.508
Avg. volume 1M:   0.000
Avg. price 6M:   6.184
Avg. volume 6M:   0.000
Avg. price 1Y:   6.568
Avg. volume 1Y:   0.000
Volatility 1M:   76.89%
Volatility 6M:   86.63%
Volatility 1Y:   79.66%
Volatility 3Y:   -