BNP Paribas Call 200 VEEV 21.06.2.../  DE000PN7CQS4  /

Frankfurt Zert./BNP
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:   -