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BNP Paribas Call 92 SY1 21.06.202.../  DE000PE87VJ9  /

Frankfurt Zert./BNP
2024-06-14  9:50:14 PM Chg.+0.070 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
2.020EUR +3.59% 2.030
Bid Size: 1,600		 2.080
Ask Size: 1,600		 SYMRISE AG INH. O.N. 92.00 - 2024-06-21 Call
 

Master data

WKN: PE87VJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 2.04
Implied volatility: 1.01
Historic volatility: 0.20
Parity: 2.04
Time value: 0.04
Break-even: 112.80
Moneyness: 1.22
Premium: 0.00
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 2.46%
Delta: 0.95
Theta: -0.14
Omega: 5.12
Rho: 0.01
 

Quote data

Open: 1.970
High: 2.150
Low: 1.930
Previous Close: 1.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.22%
1 Month  
+119.57%
3 Months  
+18.82%
YTD  
+68.33%
1 Year  
+48.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.810
1M High / 1M Low: 2.100 0.920
6M High / 6M Low: 2.100 0.660
High (YTD): 2024-06-12 2.100
Low (YTD): 2024-01-23 0.660
52W High: 2024-06-12 2.100
52W Low: 2024-01-23 0.660
Avg. price 1W:   1.958
Avg. volume 1W:   0.000
Avg. price 1M:   1.604
Avg. volume 1M:   0.000
Avg. price 6M:   1.253
Avg. volume 6M:   0.000
Avg. price 1Y:   1.204
Avg. volume 1Y:   0.000
Volatility 1M:   103.94%
Volatility 6M:   141.51%
Volatility 1Y:   125.15%
Volatility 3Y:   -