BNP Paribas Call 24 PINS 20.12.20.../  DE000PE84GM1  /

Frankfurt Zert./BNP
2024-09-24  4:35:31 PM Chg.+0.020 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.680EUR +3.03% 0.680
Bid Size: 65,000
0.690
Ask Size: 65,000
Pinterest Inc 24.00 - 2024-12-20 Call
 

Master data

WKN: PE84GM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.09
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.34
Implied volatility: 0.95
Historic volatility: 0.39
Parity: 0.34
Time value: 0.33
Break-even: 30.70
Moneyness: 1.14
Premium: 0.12
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.70
Theta: -0.03
Omega: 2.88
Rho: 0.03
 

Quote data

Open: 0.680
High: 0.710
Low: 0.680
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month
  -18.07%
3 Months
  -63.64%
YTD
  -51.08%
1 Year
  -8.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.580
1M High / 1M Low: 0.810 0.550
6M High / 6M Low: 2.060 0.550
High (YTD): 2024-06-25 2.060
Low (YTD): 2024-09-13 0.550
52W High: 2024-06-25 2.060
52W Low: 2024-09-13 0.550
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   1.298
Avg. volume 6M:   0.000
Avg. price 1Y:   1.228
Avg. volume 1Y:   0.000
Volatility 1M:   94.94%
Volatility 6M:   116.22%
Volatility 1Y:   111.10%
Volatility 3Y:   -