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

EUWAX
17/05/2024  08:37:59 Chg.-0.12 Bid14:32:46 Ask14:32:46 Underlying Strike price Expiration date Option type
17.33EUR -0.69% 17.44
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: 15.32
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: 17.33
High: 17.33
Low: 17.33
Previous Close: 17.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.15%
1 Month  
+1.82%
3 Months  
+5.16%
YTD  
+29.52%
1 Year  
+92.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.45 16.64
1M High / 1M Low: 17.45 15.35
6M High / 6M Low: 18.33 12.48
High (YTD): 12/04/2024 18.33
Low (YTD): 05/01/2024 12.71
52W High: 12/04/2024 18.33
52W Low: 27/09/2023 8.45
Avg. price 1W:   16.96
Avg. volume 1W:   0.00
Avg. price 1M:   16.38
Avg. volume 1M:   0.00
Avg. price 6M:   15.62
Avg. volume 6M:   0.00
Avg. price 1Y:   12.90
Avg. volume 1Y:   0.00
Volatility 1M:   61.05%
Volatility 6M:   42.54%
Volatility 1Y:   53.31%
Volatility 3Y:   -