BNP Paribas Call 200 VEE 17.01.20.../  DE000PE9CZH5  /

EUWAX
07/06/2024  09:42:20 Chg.+0.15 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.47EUR +11.36% -
Bid Size: -
-
Ask Size: -
VEEVA SYSTEMS A DL-,... 200.00 - 17/01/2025 Call
 

Master data

WKN: PE9CZH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 17/01/2025
Issue date: 17/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.86
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.28
Parity: -3.05
Time value: 1.43
Break-even: 214.30
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 2.14%
Delta: 0.41
Theta: -0.06
Omega: 4.82
Rho: 0.33
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.67%
1 Month
  -49.66%
3 Months
  -70.12%
YTD
  -49.66%
1 Year
  -57.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 0.94
1M High / 1M Low: 3.17 0.94
6M High / 6M Low: 5.33 0.94
High (YTD): 14/03/2024 5.33
Low (YTD): 04/06/2024 0.94
52W High: 11/09/2023 5.60
52W Low: 04/06/2024 0.94
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.43
Avg. volume 1M:   0.00
Avg. price 6M:   3.43
Avg. volume 6M:   0.00
Avg. price 1Y:   3.60
Avg. volume 1Y:   0.00
Volatility 1M:   226.89%
Volatility 6M:   123.52%
Volatility 1Y:   112.07%
Volatility 3Y:   -