BNP Paribas Call 2200 SX5E 20.09.2024
/ DE000PH5VHC9
BNP Paribas Call 2200 SX5E 20.09..../ DE000PH5VHC9 /
2024-06-20 3:12:53 PM |
Chg.0.00 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
4.95EUR |
0.00% |
4.95 Bid Size: 100,000 |
4.96 Ask Size: 100,000 |
DJ EURO STOXX 50 EUR... |
2,200.00 - |
2024-09-20 |
Call |
Master data
WKN: |
PH5VHC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
DJ EURO STOXX 50 EUR Price |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,200.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2021-10-05 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
9.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
26.82 |
Intrinsic value: |
26.62 |
Implied volatility: |
- |
Historic volatility: |
0.12 |
Parity: |
26.62 |
Time value: |
-21.65 |
Break-even: |
2,697.00 |
Moneyness: |
2.21 |
Premium: |
-0.45 |
Premium p.a.: |
-0.90 |
Spread abs.: |
0.02 |
Spread %: |
0.40% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.95 |
High: |
4.95 |
Low: |
4.95 |
Previous Close: |
4.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.20% |
3 Months |
|
|
+1.23% |
YTD |
|
|
+2.48% |
1 Year |
|
|
+7.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.95 |
4.94 |
1M High / 1M Low: |
4.95 |
4.94 |
6M High / 6M Low: |
4.95 |
4.82 |
High (YTD): |
2024-06-19 |
4.95 |
Low (YTD): |
2024-01-05 |
4.82 |
52W High: |
2024-06-19 |
4.95 |
52W Low: |
2023-07-06 |
4.61 |
Avg. price 1W: |
|
4.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.79 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
1.20% |
Volatility 6M: |
|
1.27% |
Volatility 1Y: |
|
2.55% |
Volatility 3Y: |
|
- |