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BNP Paribas Call 220 VEE 20.12.20.../  DE000PE9CZA0  /

Frankfurt Zert./BNP
2024-06-13  9:50:25 PM Chg.-0.120 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.750EUR -13.79% 0.760
Bid Size: 3,948		 0.790
Ask Size: 3,798		 VEEVA SYSTEMS A DL-,... 220.00 - 2024-12-20 Call
 

Master data

WKN: PE9CZA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.63
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -4.53
Time value: 0.89
Break-even: 228.90
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.30
Theta: -0.05
Omega: 5.90
Rho: 0.23
 

Quote data

Open: 0.850
High: 0.880
Low: 0.750
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.74%
1 Month
  -55.88%
3 Months
  -80.92%
YTD
  -62.69%
1 Year
  -71.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.710
1M High / 1M Low: 2.000 0.440
6M High / 6M Low: 3.930 0.440
High (YTD): 2024-03-13 3.930
Low (YTD): 2024-06-03 0.440
52W High: 2023-09-11 4.410
52W Low: 2024-06-03 0.440
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   1.293
Avg. volume 1M:   0.000
Avg. price 6M:   2.361
Avg. volume 6M:   0.000
Avg. price 1Y:   2.587
Avg. volume 1Y:   0.000
Volatility 1M:   263.23%
Volatility 6M:   146.11%
Volatility 1Y:   131.87%
Volatility 3Y:   -