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BNP Paribas Call 230 MSF 21.06.20.../  DE000PE1W9P6  /

Frankfurt Zert./BNP
13/06/2024  21:20:43 Chg.+0.120 Bid21:22:49 Ask- Underlying Strike price Expiration date Option type
19.660EUR +0.61% 19.660
Bid Size: 18,000		 -
Ask Size: -		 MICROSOFT DL-,000... 230.00 - 21/06/2024 Call
 

Master data

WKN: PE1W9P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 21/06/2024
Issue date: 07/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.08
Leverage: Yes

Calculated values

Fair value: 17.81
Intrinsic value: 17.79
Implied volatility: 4.18
Historic volatility: 0.19
Parity: 17.79
Time value: 1.78
Break-even: 425.70
Moneyness: 1.77
Premium: 0.04
Premium p.a.: 6.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -2.95
Omega: 1.86
Rho: 0.04
 

Quote data

Open: 19.630
High: 19.820
Low: 19.370
Previous Close: 19.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.77%
1 Month  
+14.77%
3 Months  
+13.97%
YTD  
+43.29%
1 Year  
+79.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 19.540 17.910
1M High / 1M Low: 19.540 16.660
6M High / 6M Low: 19.540 12.960
High (YTD): 12/06/2024 19.540
Low (YTD): 05/01/2024 13.080
52W High: 12/06/2024 19.540
52W Low: 26/09/2023 8.810
Avg. price 1W:   18.500
Avg. volume 1W:   0.000
Avg. price 1M:   17.954
Avg. volume 1M:   0.000
Avg. price 6M:   16.623
Avg. volume 6M:   0.000
Avg. price 1Y:   13.854
Avg. volume 1Y:   0.000
Volatility 1M:   40.72%
Volatility 6M:   42.31%
Volatility 1Y:   50.61%
Volatility 3Y:   -