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BNP Paribas Call 42 FRA 21.06.202.../  DE000PE0XKK6  /

Frankfurt Zert./BNP
2024-06-03  9:20:29 PM Chg.+0.070 Bid9:45:17 PM Ask9:45:17 PM Underlying Strike price Expiration date Option type
1.150EUR +6.48% 1.160
Bid Size: 2,587		 1.210
Ask Size: 2,480		 FRAPORT AG FFM.AIRPO... 42.00 - 2024-06-21 Call
 

Master data

WKN: PE0XKK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-06-21
Issue date: 2023-03-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.11
Implied volatility: 0.71
Historic volatility: 0.28
Parity: 1.11
Time value: 0.03
Break-even: 53.40
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 4.59%
Delta: 0.94
Theta: -0.03
Omega: 4.39
Rho: 0.02
 

Quote data

Open: 1.110
High: 1.200
Low: 1.100
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.58%
1 Month  
+69.12%
3 Months  
+17.35%
YTD
  -20.69%
1 Year  
+0.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.930
1M High / 1M Low: 1.090 0.600
6M High / 6M Low: 1.630 0.470
High (YTD): 2024-01-09 1.500
Low (YTD): 2024-04-16 0.470
52W High: 2023-12-14 1.630
52W Low: 2024-04-16 0.470
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   1.073
Avg. volume 6M:   0.000
Avg. price 1Y:   1.076
Avg. volume 1Y:   0.000
Volatility 1M:   177.04%
Volatility 6M:   119.10%
Volatility 1Y:   114.15%
Volatility 3Y:   -