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BNP Paribas Call 100 DWD 21.06.20.../  DE000PE14DE2  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.+0.007 Bid9:55:46 PM Ask9:55:46 PM Underlying Strike price Expiration date Option type
0.084EUR +9.09% 0.100
Bid Size: 11,000		 0.110
Ask Size: 11,000		 MORGAN STANLEY D... 100.00 - 2024-06-21 Call
 

Master data

WKN: PE14DE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.22
Parity: -0.98
Time value: 0.11
Break-even: 101.10
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 7.04
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.20
Theta: -0.07
Omega: 16.57
Rho: 0.01
 

Quote data

Open: 0.081
High: 0.110
Low: 0.064
Previous Close: 0.077
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.59%
1 Month  
+29.23%
3 Months  
+25.37%
YTD
  -75.29%
1 Year
  -77.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.077
1M High / 1M Low: 0.330 0.065
6M High / 6M Low: 0.350 0.043
High (YTD): 2024-01-02 0.350
Low (YTD): 2024-03-11 0.043
52W High: 2023-07-25 0.600
52W Low: 2023-11-01 0.023
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   389.12%
Volatility 6M:   411.69%
Volatility 1Y:   333.18%
Volatility 3Y:   -