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BNP Paribas Call 240 FDX 21.06.20.../  DE000PE14LH8  /

EUWAX
6/10/2024  8:54:47 AM Chg.-0.24 Bid9:29:33 AM Ask9:29:33 AM Underlying Strike price Expiration date Option type
0.80EUR -23.08% 0.81
Bid Size: 3,704		 0.84
Ask Size: 3,572		 FEDEX CORP. D... 240.00 - 6/21/2024 Call
 

Master data

WKN: PE14LH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 6/21/2024
Issue date: 9/9/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.06
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.22
Parity: -1.07
Time value: 0.88
Break-even: 248.80
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 8.83
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.41
Theta: -0.50
Omega: 10.58
Rho: 0.03
 

Quote data

Open: 0.80
High: 0.80
Low: 0.80
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.30%
1 Month
  -65.22%
3 Months
  -58.97%
YTD
  -69.23%
1 Year
  -64.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.34 0.77
1M High / 1M Low: 2.63 0.61
6M High / 6M Low: 4.89 0.61
High (YTD): 3/28/2024 4.67
Low (YTD): 5/30/2024 0.61
52W High: 12/19/2023 4.89
52W Low: 5/30/2024 0.61
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   2.30
Avg. volume 6M:   0.00
Avg. price 1Y:   2.88
Avg. volume 1Y:   0.00
Volatility 1M:   365.42%
Volatility 6M:   225.41%
Volatility 1Y:   180.88%
Volatility 3Y:   -