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

Frankfurt Zert./BNP
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  
+4.22%
1 Month  
+13.03%
3 Months  
+11.56%
YTD  
+31.49%
1 Year  
+85.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.040 17.310
1M High / 1M Low: 18.040 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:   17.704
Avg. volume 1W:   0.000
Avg. price 1M:   16.843
Avg. volume 1M:   0.000
Avg. price 6M:   16.083
Avg. volume 6M:   0.000
Avg. price 1Y:   13.372
Avg. volume 1Y:   0.000
Volatility 1M:   45.89%
Volatility 6M:   40.97%
Volatility 1Y:   52.15%
Volatility 3Y:   -