BNP Paribas Call 230 MSF 21.06.2024
/ DE000PE1W9P6
BNP Paribas Call 230 MSF 21.06.20.../ DE000PE1W9P6 /
20/05/2024 21:50:31 |
Chg.+0.450 |
Bid21:59:36 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
18.040EUR |
+2.56% |
18.070 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: |
2.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.73 |
Intrinsic value: |
15.65 |
Implied volatility: |
2.04 |
Historic volatility: |
0.19 |
Parity: |
15.65 |
Time value: |
1.94 |
Break-even: |
405.90 |
Moneyness: |
1.68 |
Premium: |
0.05 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.75 |
Omega: |
1.93 |
Rho: |
0.14 |
Quote data
Open: |
17.780 |
High: |
18.120 |
Low: |
17.640 |
Previous Close: |
17.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.31% |
1 Month |
|
|
+13.03% |
3 Months |
|
|
+11.08% |
YTD |
|
|
+31.49% |
1 Year |
|
|
+85.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.890 |
17.130 |
1M High / 1M Low: |
17.890 |
15.410 |
6M High / 6M Low: |
18.700 |
12.960 |
High (YTD): |
11/04/2024 |
18.700 |
Low (YTD): |
05/01/2024 |
13.080 |
52W High: |
11/04/2024 |
18.700 |
52W Low: |
26/09/2023 |
8.810 |
Avg. price 1W: |
|
17.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
16.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
16.052 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
13.353 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
46.55% |
Volatility 6M: |
|
41.08% |
Volatility 1Y: |
|
52.20% |
Volatility 3Y: |
|
- |