BNP Paribas Call 90 SY1 20.12.2024
/ DE000PE96Q53
BNP Paribas Call 90 SY1 20.12.202.../ DE000PE96Q53 /
| 05/06/2024 18:13:45 |
Chg.0.00 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
0.00% |
1.65
Bid Size: 6,000 |
1.67
Ask Size: 6,000 |
SYMRISE AG INH. O.N. |
90.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE96Q5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
03/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
2.07 |
| Time value: |
-0.39 |
| Break-even: |
106.80 |
| Moneyness: |
1.23 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.66 |
| High: |
1.68 |
| Low: |
1.65 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.77% |
| 1 Month |
|
|
+30.95% |
| 3 Months |
|
|
+51.38% |
| YTD |
|
|
+30.95% |
| 1 Year |
|
|
+28.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.56 |
| 1M High / 1M Low: |
1.65 |
1.27 |
| 6M High / 6M Low: |
1.65 |
0.95 |
| High (YTD): |
04/06/2024 |
1.65 |
| Low (YTD): |
24/01/2024 |
0.95 |
| 52W High: |
04/06/2024 |
1.65 |
| 52W Low: |
25/09/2023 |
0.90 |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.65% |
| Volatility 6M: |
|
64.04% |
| Volatility 1Y: |
|
61.01% |
| Volatility 3Y: |
|
- |
