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

EUWAX
2024-06-06  8:36:34 AM Chg.+0.46 Bid7:46:42 PM Ask7:46:42 PM Underlying Strike price Expiration date Option type
17.31EUR +2.73% 17.33
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: 15.53
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: -
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): 2024-05-23 18.36
Low (YTD): 2024-01-05 12.71
52W High: 2024-05-23 18.36
52W Low: 2023-09-27 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:   -