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BNP Paribas Call 430 ADB 21.06.20.../  DE000PE8Y779  /

Frankfurt Zert./BNP
10/06/2024  19:21:03 Chg.-0.660 Bid19:41:10 Ask19:41:10 Underlying Strike price Expiration date Option type
3.230EUR -16.97% 3.310
Bid Size: 10,000		 3.330
Ask Size: 10,000		 ADOBE INC. 430.00 - 21/06/2024 Call
 

Master data

WKN: PE8Y77
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 21/06/2024
Issue date: 10/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.02
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.18
Implied volatility: 1.28
Historic volatility: 0.28
Parity: 0.18
Time value: 3.74
Break-even: 469.20
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 14.74
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.55
Theta: -1.74
Omega: 6.10
Rho: 0.06
 

Quote data

Open: 3.700
High: 3.870
Low: 3.230
Previous Close: 3.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.67%
1 Month
  -42.11%
3 Months
  -74.20%
YTD
  -80.50%
1 Year
  -61.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 2.280
1M High / 1M Low: 5.800 2.280
6M High / 6M Low: 20.630 2.280
High (YTD): 02/02/2024 20.200
Low (YTD): 03/06/2024 2.280
52W High: 12/12/2023 20.630
52W Low: 03/06/2024 2.280
Avg. price 1W:   3.164
Avg. volume 1W:   0.000
Avg. price 1M:   4.573
Avg. volume 1M:   0.000
Avg. price 6M:   11.256
Avg. volume 6M:   0.000
Avg. price 1Y:   12.406
Avg. volume 1Y:   0.000
Volatility 1M:   219.51%
Volatility 6M:   147.97%
Volatility 1Y:   120.48%
Volatility 3Y:   -