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BNP Paribas Call 220 VEE 17.01.20.../  DE000PE9CZJ1  /

Frankfurt Zert./BNP
2024-06-07  5:50:33 PM Chg.+0.020 Bid5:52:17 PM Ask5:52:17 PM Underlying Strike price Expiration date Option type
0.880EUR +2.33% 0.860
Bid Size: 4,000		 0.890
Ask Size: 4,000		 VEEVA SYSTEMS A DL-,... 220.00 - 2025-01-17 Call
 

Master data

WKN: PE9CZJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.26
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -5.01
Time value: 0.93
Break-even: 229.30
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 3.33%
Delta: 0.30
Theta: -0.05
Omega: 5.48
Rho: 0.26
 

Quote data

Open: 0.890
High: 0.890
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+49.15%
1 Month
  -57.07%
3 Months
  -76.78%
YTD
  -58.88%
1 Year
  -67.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.540
1M High / 1M Low: 2.210 0.540
6M High / 6M Low: 4.130 0.540
High (YTD): 2024-03-13 4.130
Low (YTD): 2024-06-03 0.540
52W High: 2023-09-11 4.550
52W Low: 2024-06-03 0.540
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   1.634
Avg. volume 1M:   0.000
Avg. price 6M:   2.543
Avg. volume 6M:   0.000
Avg. price 1Y:   2.757
Avg. volume 1Y:   0.000
Volatility 1M:   244.21%
Volatility 6M:   137.43%
Volatility 1Y:   125.74%
Volatility 3Y:   -