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BNP Paribas Call 2250 PCE1 21.06..../  DE000PE1WS48  /

Frankfurt Zert./BNP
2024-06-14  9:50:43 PM Chg.-0.020 Bid9:59:05 PM Ask- Underlying Strike price Expiration date Option type
14.950EUR -0.13% 15.060
Bid Size: 3,000		 -
Ask Size: -		 BOOKING HLDGS DL... 2,250.00 - 2024-06-21 Call
 

Master data

WKN: PE1WS4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,250.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.39
Leverage: Yes

Calculated values

Fair value: 13.56
Intrinsic value: 13.55
Implied volatility: 4.12
Historic volatility: 0.24
Parity: 13.55
Time value: 1.51
Break-even: 3,756.00
Moneyness: 1.60
Premium: 0.04
Premium p.a.: 11.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -32.56
Omega: 2.10
Rho: 0.27
 

Quote data

Open: 15.070
High: 15.070
Low: 14.730
Previous Close: 14.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.96%
1 Month  
+7.55%
3 Months  
+35.66%
YTD  
+19.70%
1 Year  
+153.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.110 14.360
1M High / 1M Low: 15.110 13.400
6M High / 6M Low: 15.760 10.960
High (YTD): 2024-02-22 15.760
Low (YTD): 2024-03-06 10.960
52W High: 2024-02-22 15.760
52W Low: 2023-11-02 5.610
Avg. price 1W:   14.760
Avg. volume 1W:   0.000
Avg. price 1M:   14.249
Avg. volume 1M:   0.000
Avg. price 6M:   12.834
Avg. volume 6M:   0.000
Avg. price 1Y:   10.592
Avg. volume 1Y:   0.000
Volatility 1M:   35.95%
Volatility 6M:   60.44%
Volatility 1Y:   72.82%
Volatility 3Y:   -