OverviewChartNewsTraderScreen

BNP Paribas Call 50 MBG 21.06.202.../  DE000PE1RVA4  /

EUWAX
2024-06-10  8:43:09 AM Chg.-0.09 Bid9:13:24 AM Ask9:13:24 AM Underlying Strike price Expiration date Option type
1.47EUR -5.77% 1.44
Bid Size: 37,500		 1.48
Ask Size: 37,500		 MERCEDES-BENZ GROUP ... 50.00 - 2024-06-21 Call
 

Master data

WKN: PE1RVA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-09-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.51
Implied volatility: 1.02
Historic volatility: 0.20
Parity: 1.51
Time value: 0.05
Break-even: 65.60
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 3.31%
Delta: 0.93
Theta: -0.07
Omega: 3.88
Rho: 0.02
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.04%
1 Month
  -22.63%
3 Months
  -35.81%
YTD  
+6.52%
1 Year
  -40.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.71 1.56
1M High / 1M Low: 1.95 1.52
6M High / 6M Low: 2.68 1.04
High (YTD): 2024-04-09 2.68
Low (YTD): 2024-01-22 1.04
52W High: 2023-06-16 2.80
52W Low: 2023-10-31 0.86
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   1.86
Avg. volume 1Y:   0.00
Volatility 1M:   79.46%
Volatility 6M:   80.22%
Volatility 1Y:   74.08%
Volatility 3Y:   -