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BNP Paribas Call 235 MSF 21.06.20.../  DE000PE1W9Q4  /

Frankfurt Zert./BNP
2024-05-20  9:50:23 PM Chg.+0.450 Bid8:08:14 AM Ask- Underlying Strike price Expiration date Option type
17.590EUR +2.63% 17.650
Bid Size: 2,500		 -
Ask Size: -		 MICROSOFT DL-,000... 235.00 - 2024-06-21 Call
 

Master data

WKN: PE1W9Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 15.23
Intrinsic value: 15.15
Implied volatility: 2.00
Historic volatility: 0.19
Parity: 15.15
Time value: 1.99
Break-even: 406.40
Moneyness: 1.64
Premium: 0.05
Premium p.a.: 0.77
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -0.76
Omega: 1.97
Rho: 0.15
 

Quote data

Open: 17.320
High: 17.660
Low: 17.180
Previous Close: 17.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.39%
1 Month  
+13.56%
3 Months  
+11.90%
YTD  
+32.36%
1 Year  
+87.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.590 16.850
1M High / 1M Low: 17.590 14.960
6M High / 6M Low: 18.230 12.530
High (YTD): 2024-04-11 18.230
Low (YTD): 2024-01-05 12.650
52W High: 2024-04-11 18.230
52W Low: 2023-09-26 8.430
Avg. price 1W:   17.248
Avg. volume 1W:   0.000
Avg. price 1M:   16.386
Avg. volume 1M:   0.000
Avg. price 6M:   15.635
Avg. volume 6M:   0.000
Avg. price 1Y:   12.949
Avg. volume 1Y:   0.000
Volatility 1M:   46.94%
Volatility 6M:   41.94%
Volatility 1Y:   53.68%
Volatility 3Y:   -