OverviewChartNewsTraderScreen

BNP Paribas Call 850 1YD 20.12.20.../  DE000PE8ZHQ7  /

Frankfurt Zert./BNP
2024-06-14  9:50:43 PM Chg.+5.930 Bid9:59:42 PM Ask- Underlying Strike price Expiration date Option type
84.940EUR +7.51% 84.680
Bid Size: 300		 -
Ask Size: -		 BROADCOM INC. DL... 850.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZHQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 850.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 78.67
Intrinsic value: 77.08
Implied volatility: 0.92
Historic volatility: 0.33
Parity: 77.08
Time value: 7.66
Break-even: 1,697.40
Moneyness: 1.91
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.53
Omega: 1.74
Rho: 3.23
 

Quote data

Open: 79.940
High: 85.420
Low: 79.060
Previous Close: 79.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+58.65%
1 Month  
+51.41%
3 Months  
+115.69%
YTD  
+179.50%
1 Year  
+423.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 84.940 56.880
1M High / 1M Low: 84.940 45.580
6M High / 6M Low: 84.940 24.730
High (YTD): 2024-06-14 84.940
Low (YTD): 2024-01-05 24.730
52W High: 2024-06-14 84.940
52W Low: 2023-09-21 11.330
Avg. price 1W:   68.146
Avg. volume 1W:   0.000
Avg. price 1M:   55.573
Avg. volume 1M:   0.000
Avg. price 6M:   43.715
Avg. volume 6M:   0.000
Avg. price 1Y:   29.335
Avg. volume 1Y:   .430
Volatility 1M:   122.27%
Volatility 6M:   100.52%
Volatility 1Y:   104.51%
Volatility 3Y:   -