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BNP Paribas Call 130 QCI 21.06.20.../  DE000PE17E61  /

Frankfurt Zert./BNP
2024-06-03  9:50:36 AM Chg.+0.270 Bid10:04:20 AM Ask- Underlying Strike price Expiration date Option type
7.090EUR +3.96% -
Bid Size: -		 -
Ask Size: -		 QUALCOMM INC. DL-... 130.00 - 2024-06-21 Call
 

Master data

WKN: PE17E6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: QUALCOMM INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-21
Issue date: 2022-09-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 5.83
Intrinsic value: 5.80
Implied volatility: 2.20
Historic volatility: 0.28
Parity: 5.80
Time value: 0.99
Break-even: 197.90
Moneyness: 1.45
Premium: 0.05
Premium p.a.: 1.83
Spread abs.: -0.06
Spread %: -0.88%
Delta: 0.84
Theta: -0.62
Omega: 2.33
Rho: 0.04
 

Quote data

Open: 6.980
High: 7.130
Low: 6.980
Previous Close: 6.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.03%
1 Month  
+53.80%
3 Months  
+112.28%
YTD  
+231.31%
1 Year  
+500.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.880 6.820
1M High / 1M Low: 7.880 4.610
6M High / 6M Low: 7.880 1.240
High (YTD): 2024-05-27 7.880
Low (YTD): 2024-01-05 1.510
52W High: 2024-05-27 7.880
52W Low: 2023-10-25 0.460
Avg. price 1W:   7.300
Avg. volume 1W:   0.000
Avg. price 1M:   6.027
Avg. volume 1M:   0.000
Avg. price 6M:   3.308
Avg. volume 6M:   0.000
Avg. price 1Y:   2.104
Avg. volume 1Y:   .472
Volatility 1M:   70.82%
Volatility 6M:   124.83%
Volatility 1Y:   136.11%
Volatility 3Y:   -