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BNP Paribas Call 380 LOR 21.06.20.../  DE000PE867M5  /

Frankfurt Zert./BNP
2024-06-14  9:20:25 PM Chg.-1.190 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
5.890EUR -16.81% 5.960
Bid Size: 800		 6.220
Ask Size: 800		 L OREAL INH. E... 380.00 - 2024-06-21 Call
 

Master data

WKN: PE867M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 6.07
Intrinsic value: 6.05
Implied volatility: 0.80
Historic volatility: 0.19
Parity: 6.05
Time value: 0.17
Break-even: 442.10
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.26
Spread abs.: 0.26
Spread %: 4.37%
Delta: 0.93
Theta: -0.53
Omega: 6.61
Rho: 0.06
 

Quote data

Open: 7.190
High: 7.190
Low: 5.890
Previous Close: 7.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.19%
1 Month
  -21.15%
3 Months
  -16.81%
YTD
  -28.43%
1 Year
  -8.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.570 5.890
1M High / 1M Low: 7.750 5.890
6M High / 6M Low: 8.520 3.670
High (YTD): 2024-02-05 8.520
Low (YTD): 2024-04-08 3.670
52W High: 2024-02-05 8.520
52W Low: 2023-10-19 3.110
Avg. price 1W:   7.044
Avg. volume 1W:   0.000
Avg. price 1M:   7.087
Avg. volume 1M:   0.000
Avg. price 6M:   6.642
Avg. volume 6M:   0.000
Avg. price 1Y:   6.099
Avg. volume 1Y:   0.000
Volatility 1M:   103.93%
Volatility 6M:   135.91%
Volatility 1Y:   118.23%
Volatility 3Y:   -