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BNP Paribas Call 2000 CMG 17.01.2.../  DE000PE9ACV9  /

Frankfurt Zert./BNP
10/05/2024  21:50:40 Chg.+0.140 Bid21:59:30 Ask- Underlying Strike price Expiration date Option type
12.370EUR +1.14% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,000.00 - 17/01/2025 Call
 

Master data

WKN: PE9ACV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 13/05/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.37
Leverage: Yes

Calculated values

Fair value: 9.79
Intrinsic value: 9.34
Implied volatility: 0.85
Historic volatility: 0.21
Parity: 9.34
Time value: 3.03
Break-even: 3,237.00
Moneyness: 1.47
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: -0.01
Spread %: -0.08%
Delta: 0.83
Theta: -1.25
Omega: 1.96
Rho: 7.26
 

Quote data

Open: 12.410
High: 12.570
Low: 12.220
Previous Close: 12.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.14%
3 Months  
+60.86%
YTD  
+167.17%
1 Year  
+193.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 12.370 12.230
6M High / 6M Low: 12.370 4.220
High (YTD): 10/05/2024 12.370
Low (YTD): 05/01/2024 4.220
52W High: 10/05/2024 12.370
52W Low: 13/10/2023 2.230
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   12.300
Avg. volume 1M:   0.000
Avg. price 6M:   7.517
Avg. volume 6M:   0.000
Avg. price 1Y:   5.277
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   64.67%
Volatility 1Y:   76.30%
Volatility 3Y:   -