BNP Paribas Call 90 DWD 21.06.2024
/ DE000PE14DC6
BNP Paribas Call 90 DWD 21.06.202.../ DE000PE14DC6 /
2024-06-03 5:35:19 PM |
Chg.-0.030 |
Bid5:38:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-4.17% |
0.640 Bid Size: 28,000 |
- Ask Size: - |
MORGAN STANLEY D... |
90.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE14DC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MORGAN STANLEY DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-09 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.88 |
Historic volatility: |
0.22 |
Parity: |
0.02 |
Time value: |
0.70 |
Break-even: |
97.20 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
3.60 |
Spread abs.: |
-0.05 |
Spread %: |
-6.49% |
Delta: |
0.55 |
Theta: |
-0.20 |
Omega: |
6.84 |
Rho: |
0.02 |
Quote data
Open: |
0.780 |
High: |
0.790 |
Low: |
0.690 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.81% |
1 Month |
|
|
+38.00% |
3 Months |
|
|
+137.93% |
YTD |
|
|
-12.66% |
1 Year |
|
|
-1.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.680 |
1M High / 1M Low: |
1.140 |
0.500 |
6M High / 6M Low: |
1.140 |
0.200 |
High (YTD): |
2024-05-21 |
1.140 |
Low (YTD): |
2024-04-12 |
0.250 |
52W High: |
2024-05-21 |
1.140 |
52W Low: |
2023-11-01 |
0.080 |
Avg. price 1W: |
|
0.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.845 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.506 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
169.22% |
Volatility 6M: |
|
251.21% |
Volatility 1Y: |
|
229.81% |
Volatility 3Y: |
|
- |