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

Frankfurt Zert./BNP
2024-06-19  1:21:18 PM Chg.-0.140 Bid1:39:51 PM Ask- Underlying Strike price Expiration date Option type
90.460EUR -0.15% 90.510
Bid Size: 1,700		 -
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: 1.85
Leverage: Yes

Calculated values

Fair value: 84.40
Intrinsic value: 82.85
Implied volatility: 0.96
Historic volatility: 0.34
Parity: 82.85
Time value: 7.75
Break-even: 1,756.00
Moneyness: 1.97
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 0.08%
Delta: 0.91
Theta: -0.55
Omega: 1.69
Rho: 3.16
 

Quote data

Open: 90.820
High: 90.820
Low: 89.670
Previous Close: 90.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+47.23%
1 Month  
+72.21%
3 Months  
+132.31%
YTD  
+197.66%
1 Year  
+493.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 93.610 61.440
1M High / 1M Low: 93.610 45.580
6M High / 6M Low: 93.610 24.730
High (YTD): 2024-06-17 93.610
Low (YTD): 2024-01-05 24.730
52W High: 2024-06-17 93.610
52W Low: 2023-09-21 11.330
Avg. price 1W:   81.920
Avg. volume 1W:   0.000
Avg. price 1M:   58.972
Avg. volume 1M:   0.000
Avg. price 6M:   44.675
Avg. volume 6M:   0.000
Avg. price 1Y:   29.931
Avg. volume 1Y:   .430
Volatility 1M:   125.40%
Volatility 6M:   101.33%
Volatility 1Y:   104.81%
Volatility 3Y:   -