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BNP Paribas Call 55 BSN 21.06.202.../  DE000PE1T5Y1  /

Frankfurt Zert./BNP
2024-06-06  9:20:20 PM Chg.+0.040 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.490EUR +8.89% -
Bid Size: -		 -
Ask Size: -		 DANONE S.A. EO -,25 55.00 - 2024-06-21 Call
 

Master data

WKN: PE1T5Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.42
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.51
Historic volatility: 0.13
Parity: 0.44
Time value: 0.08
Break-even: 60.20
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.41
Spread abs.: 0.07
Spread %: 15.56%
Delta: 0.79
Theta: -0.06
Omega: 9.03
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.490
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month  
+13.95%
3 Months  
+2.08%
YTD
  -12.50%
1 Year
  -5.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: 0.810 0.290
High (YTD): 2024-01-29 0.810
Low (YTD): 2024-04-04 0.290
52W High: 2024-01-29 0.810
52W Low: 2023-10-02 0.190
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   0.491
Avg. volume 1Y:   0.000
Volatility 1M:   115.16%
Volatility 6M:   136.35%
Volatility 1Y:   135.74%
Volatility 3Y:   -