BNP Paribas Call 235 MSF 21.06.2024
/ DE000PE1W9Q4
BNP Paribas Call 235 MSF 21.06.20.../ DE000PE1W9Q4 /
06/06/2024 08:36:34 |
Chg.+0.46 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
17.31EUR |
+2.73% |
- Bid Size: - |
- Ask Size: - |
MICROSOFT DL-,000... |
235.00 - |
21/06/2024 |
Call |
Master data
WKN: |
PE1W9Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
235.00 - |
Maturity: |
21/06/2024 |
Issue date: |
07/09/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
15.53 |
Intrinsic value: |
15.49 |
Implied volatility: |
2.85 |
Historic volatility: |
0.19 |
Parity: |
15.49 |
Time value: |
1.82 |
Break-even: |
408.10 |
Moneyness: |
1.66 |
Premium: |
0.05 |
Premium p.a.: |
2.03 |
Spread abs.: |
-0.11 |
Spread %: |
-0.63% |
Delta: |
0.88 |
Theta: |
-1.53 |
Omega: |
1.98 |
Rho: |
0.07 |
Quote data
Open: |
17.31 |
High: |
17.31 |
Low: |
17.31 |
Previous Close: |
16.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.04% |
1 Month |
|
|
+7.12% |
3 Months |
|
|
+8.66% |
YTD |
|
|
+29.37% |
1 Year |
|
|
+61.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.67 |
16.49 |
1M High / 1M Low: |
18.36 |
16.16 |
6M High / 6M Low: |
18.36 |
12.48 |
High (YTD): |
23/05/2024 |
18.36 |
Low (YTD): |
05/01/2024 |
12.71 |
52W High: |
23/05/2024 |
18.36 |
52W Low: |
27/09/2023 |
8.45 |
Avg. price 1W: |
|
16.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
17.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
16.04 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
13.31 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
37.07% |
Volatility 6M: |
|
42.36% |
Volatility 1Y: |
|
51.96% |
Volatility 3Y: |
|
- |