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

Frankfurt Zert./BNP
07/06/2024  21:50:29 Chg.+0.030 Bid21:59:48 Ask- Underlying Strike price Expiration date Option type
17.940EUR +0.17% 18.000
Bid Size: 10,000		 -
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: 2.19
Leverage: Yes

Calculated values

Fair value: 16.01
Intrinsic value: 15.98
Implied volatility: 3.03
Historic volatility: 0.19
Parity: 15.98
Time value: 1.79
Break-even: 407.70
Moneyness: 1.69
Premium: 0.05
Premium p.a.: 2.23
Spread abs.: -0.16
Spread %: -0.89%
Delta: 0.88
Theta: -1.64
Omega: 1.94
Rho: 0.06
 

Quote data

Open: 17.950
High: 18.190
Low: 17.870
Previous Close: 17.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.68%
1 Month  
+6.47%
3 Months  
+7.68%
YTD  
+30.76%
1 Year  
+75.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.910 16.660
1M High / 1M Low: 18.760 16.660
6M High / 6M Low: 18.760 12.960
High (YTD): 27/05/2024 18.760
Low (YTD): 05/01/2024 13.080
52W High: 27/05/2024 18.760
52W Low: 26/09/2023 8.810
Avg. price 1W:   17.248
Avg. volume 1W:   0.000
Avg. price 1M:   17.663
Avg. volume 1M:   0.000
Avg. price 6M:   16.468
Avg. volume 6M:   0.000
Avg. price 1Y:   13.726
Avg. volume 1Y:   0.000
Volatility 1M:   37.97%
Volatility 6M:   42.07%
Volatility 1Y:   50.51%
Volatility 3Y:   -