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BNP Paribas Call 55 HEN3 21.06.20.../  DE000PE1S461  /

EUWAX
2024-06-19  1:24:02 PM Chg.-0.07 Bid1:38:01 PM Ask1:38:01 PM Underlying Strike price Expiration date Option type
2.77EUR -2.46% 2.78
Bid Size: 24,000		 2.82
Ask Size: 24,000		 HENKEL AG+CO.KGAA VZ... 55.00 - 2024-06-21 Call
 

Master data

WKN: PE1S46
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
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: 2.89
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 2.84
Implied volatility: 3.55
Historic volatility: 0.16
Parity: 2.84
Time value: 0.04
Break-even: 83.80
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 1.61
Spread abs.: 0.05
Spread %: 1.77%
Delta: 0.96
Theta: -0.51
Omega: 2.77
Rho: 0.00
 

Quote data

Open: 2.83
High: 2.83
Low: 2.77
Previous Close: 2.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.36%
1 Month
  -3.82%
3 Months  
+49.73%
YTD  
+48.92%
1 Year  
+34.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.99 2.79
1M High / 1M Low: 2.99 2.73
6M High / 6M Low: 2.99 1.41
High (YTD): 2024-06-12 2.99
Low (YTD): 2024-03-05 1.41
52W High: 2024-06-12 2.99
52W Low: 2023-09-27 1.34
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   2.86
Avg. volume 1M:   0.00
Avg. price 6M:   2.04
Avg. volume 6M:   0.00
Avg. price 1Y:   1.87
Avg. volume 1Y:   0.00
Volatility 1M:   43.99%
Volatility 6M:   74.53%
Volatility 1Y:   64.23%
Volatility 3Y:   -