BNP Paribas Call 80 DWD 21.06.2024
/ DE000PE14C90
BNP Paribas Call 80 DWD 21.06.202.../ DE000PE14C90 /
| 5/10/2024 8:55:40 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MORGAN STANLEY D... |
80.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE14C9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORGAN STANLEY DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/9/2022 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
1.89 |
| Historic volatility: |
0.22 |
| Parity: |
0.99 |
| Time value: |
0.78 |
| Break-even: |
97.70 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
9.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.69 |
| Theta: |
-0.44 |
| Omega: |
3.53 |
| Rho: |
0.02 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.00% |
| 3 Months |
|
|
+124.05% |
| YTD |
|
|
+20.41% |
| 1 Year |
|
|
+38.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.77 |
1.50 |
| 6M High / 6M Low: |
1.77 |
0.69 |
| High (YTD): |
5/10/2024 |
1.77 |
| Low (YTD): |
1/18/2024 |
0.69 |
| 52W High: |
5/10/2024 |
1.77 |
| 52W Low: |
10/27/2023 |
0.27 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
172.86% |
| Volatility 1Y: |
|
164.17% |
| Volatility 3Y: |
|
- |
