BNP Paribas Call 200 VEEV 21.06.2024
/ DE000PN7CQS4
BNP Paribas Call 200 VEEV 21.06.2.../ DE000PN7CQS4 /
15/05/2024 12:50:43 |
Chg.-0.010 |
Bid13:01:54 |
Ask13:01:54 |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
-0.81% |
1.220 Bid Size: 2,460 |
1.260 Ask Size: 2,381 |
Veeva Systems Inc |
200.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
PN7CQS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Veeva Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
16/08/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
0.35 |
Time value: |
0.87 |
Break-even: |
197.15 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.03 |
Spread %: |
2.52% |
Delta: |
0.59 |
Theta: |
-0.14 |
Omega: |
9.17 |
Rho: |
0.10 |
Quote data
Open: |
1.190 |
High: |
1.220 |
Low: |
1.180 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.17% |
1 Month |
|
|
-8.96% |
3 Months |
|
|
-64.64% |
YTD |
|
|
-27.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.260 |
1.160 |
1M High / 1M Low: |
1.370 |
1.030 |
6M High / 6M Low: |
3.810 |
0.940 |
High (YTD): |
13/03/2024 |
3.810 |
Low (YTD): |
25/04/2024 |
1.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.080 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.39% |
Volatility 6M: |
|
150.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |