BNP Paribas Call 20 UTDI 21.06.2024
/ DE000PE96TE5
BNP Paribas Call 20 UTDI 21.06.20.../ DE000PE96TE5 /
2024-05-29 3:08:25 PM |
Chg.-0.15 |
Bid3:30:15 PM |
Ask3:30:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.86EUR |
-7.46% |
1.80 Bid Size: 6,000 |
1.85 Ask Size: 6,000 |
UTD.INTERNET AG NA |
20.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE96TE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UTD.INTERNET AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-03 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
10.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.20 |
Intrinsic value: |
2.02 |
Implied volatility: |
0.21 |
Historic volatility: |
0.36 |
Parity: |
2.02 |
Time value: |
0.06 |
Break-even: |
22.08 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.07 |
Spread %: |
3.48% |
Delta: |
0.97 |
Theta: |
0.00 |
Omega: |
10.30 |
Rho: |
0.01 |
Quote data
Open: |
1.96 |
High: |
1.96 |
Low: |
1.85 |
Previous Close: |
2.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.85% |
1 Month |
|
|
-12.26% |
3 Months |
|
|
+0.54% |
YTD |
|
|
-7.46% |
1 Year |
|
|
+615.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.11 |
1.98 |
1M High / 1M Low: |
2.62 |
1.90 |
6M High / 6M Low: |
2.62 |
0.85 |
High (YTD): |
2024-05-13 |
2.62 |
Low (YTD): |
2024-04-16 |
0.85 |
52W High: |
2024-05-13 |
2.62 |
52W Low: |
2023-07-11 |
0.11 |
Avg. price 1W: |
|
2.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.27 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
119.40% |
Volatility 6M: |
|
141.01% |
Volatility 1Y: |
|
212.71% |
Volatility 3Y: |
|
- |