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BNP Paribas Call 200 3V64 21.06.2.../  DE000PE18P34  /

Frankfurt Zert./BNP
2024-06-14  9:50:31 PM Chg.-0.020 Bid9:59:48 PM Ask- Underlying Strike price Expiration date Option type
6.610EUR -0.30% 6.610
Bid Size: 15,500		 -
Ask Size: -		 VISA INC. CL. A DL -... 200.00 - 2024-06-21 Call
 

Master data

WKN: PE18P3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.79
Leverage: Yes

Calculated values

Fair value: 5.27
Intrinsic value: 5.26
Implied volatility: 2.74
Historic volatility: 0.12
Parity: 5.26
Time value: 1.40
Break-even: 266.60
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 15.79
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -1.99
Omega: 3.00
Rho: 0.03
 

Quote data

Open: 6.680
High: 6.690
Low: 6.500
Previous Close: 6.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.07%
1 Month
  -9.20%
3 Months
  -19.68%
YTD  
+10.54%
1 Year  
+74.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.350 6.530
1M High / 1M Low: 7.570 6.500
6M High / 6M Low: 8.530 5.800
High (YTD): 2024-03-21 8.530
Low (YTD): 2024-01-03 5.860
52W High: 2024-03-21 8.530
52W Low: 2023-06-14 3.780
Avg. price 1W:   6.894
Avg. volume 1W:   0.000
Avg. price 1M:   6.973
Avg. volume 1M:   12.609
Avg. price 6M:   7.102
Avg. volume 6M:   7.680
Avg. price 1Y:   5.960
Avg. volume 1Y:   4.207
Volatility 1M:   48.89%
Volatility 6M:   45.24%
Volatility 1Y:   50.79%
Volatility 3Y:   -