BNP Paribas Call 24 PINS 17.01.20.../  DE000PE84GX8  /

Frankfurt Zert./BNP
5/23/2024  10:50:49 AM Chg.+0.020 Bid5/23/2024 Ask- Underlying Strike price Expiration date Option type
1.720EUR +1.18% 1.720
Bid Size: 16,500
-
Ask Size: -
Pinterest Inc 24.00 - 1/17/2025 Call
 

Master data

WKN: PE84GX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.21
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.42
Implied volatility: 0.81
Historic volatility: 0.39
Parity: 1.42
Time value: 0.31
Break-even: 41.30
Moneyness: 1.59
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.86
Theta: -0.01
Omega: 1.90
Rho: 0.10
 

Quote data

Open: 1.720
High: 1.720
Low: 1.720
Previous Close: 1.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.52%
1 Month  
+60.75%
3 Months  
+31.30%
YTD  
+21.99%
1 Year  
+181.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.700
1M High / 1M Low: 1.850 1.020
6M High / 6M Low: 1.850 0.990
High (YTD): 5/8/2024 1.850
Low (YTD): 4/25/2024 1.020
52W High: 5/8/2024 1.850
52W Low: 6/2/2023 0.570
Avg. price 1W:   1.784
Avg. volume 1W:   0.000
Avg. price 1M:   1.577
Avg. volume 1M:   0.000
Avg. price 6M:   1.356
Avg. volume 6M:   0.000
Avg. price 1Y:   1.064
Avg. volume 1Y:   0.000
Volatility 1M:   176.19%
Volatility 6M:   95.34%
Volatility 1Y:   101.86%
Volatility 3Y:   -