BNP Paribas Call 235 MSF 21.06.2024
/ DE000PE1W9Q4
BNP Paribas Call 235 MSF 21.06.20.../ DE000PE1W9Q4 /
2024-05-17 4:50:45 PM |
Chg.-0.100 |
Bid5:01:32 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
17.130EUR |
-0.58% |
17.070 Bid Size: 20,000 |
- 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: |
15.32 |
Intrinsic value: |
15.24 |
Implied volatility: |
1.91 |
Historic volatility: |
0.19 |
Parity: |
15.24 |
Time value: |
1.99 |
Break-even: |
407.30 |
Moneyness: |
1.65 |
Premium: |
0.05 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.01 |
Spread %: |
0.06% |
Delta: |
0.87 |
Theta: |
-0.69 |
Omega: |
1.97 |
Rho: |
0.16 |
Quote data
Open: |
17.320 |
High: |
17.440 |
Low: |
17.060 |
Previous Close: |
17.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.33% |
1 Month |
|
|
+1.48% |
3 Months |
|
|
+6.53% |
YTD |
|
|
+28.89% |
1 Year |
|
|
+89.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.430 |
16.670 |
1M High / 1M Low: |
17.430 |
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: |
|
16.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
16.262 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
15.570 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
12.871 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
50.78% |
Volatility 6M: |
|
42.78% |
Volatility 1Y: |
|
53.72% |
Volatility 3Y: |
|
- |