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

Frankfurt Zert./BNP
20/05/2024  21:50:23 Chg.+0.450 Bid21:59:44 Ask- Underlying Strike price Expiration date Option type
17.590EUR +2.63% 17.620
Bid Size: 10,000		 -
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: 15.23
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: CL
 
  All quotes in EUR

Performance

1 Week  
+5.52%
1 Month  
+13.56%
3 Months  
+11.40%
YTD  
+32.36%
1 Year  
+87.73%
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): 11/04/2024 18.230
Low (YTD): 05/01/2024 12.650
52W High: 11/04/2024 18.230
52W Low: 26/09/2023 8.430
Avg. price 1W:   17.064
Avg. volume 1W:   0.000
Avg. price 1M:   16.322
Avg. volume 1M:   0.000
Avg. price 6M:   15.604
Avg. volume 6M:   0.000
Avg. price 1Y:   12.930
Avg. volume 1Y:   0.000
Volatility 1M:   47.61%
Volatility 6M:   42.05%
Volatility 1Y:   53.73%
Volatility 3Y:   -