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

EUWAX
2024-05-31  8:56:49 AM Chg.-0.33 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
6.79EUR -4.63% -
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: 5.84
Intrinsic value: 5.81
Implied volatility: 2.08
Historic volatility: 0.28
Parity: 5.81
Time value: 0.98
Break-even: 197.90
Moneyness: 1.45
Premium: 0.05
Premium p.a.: 1.53
Spread abs.: -0.06
Spread %: -0.88%
Delta: 0.84
Theta: -0.56
Omega: 2.34
Rho: 0.05
 

Quote data

Open: 6.79
High: 6.79
Low: 6.79
Previous Close: 7.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.54%
1 Month  
+43.55%
3 Months  
+128.62%
YTD  
+214.35%
1 Year  
+470.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.87 6.79
1M High / 1M Low: 7.87 4.66
6M High / 6M Low: 7.87 1.20
High (YTD): 2024-05-28 7.87
Low (YTD): 2024-01-04 1.51
52W High: 2024-05-28 7.87
52W Low: 2023-10-25 0.47
Avg. price 1W:   7.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.96
Avg. volume 1M:   0.00
Avg. price 6M:   3.27
Avg. volume 6M:   0.00
Avg. price 1Y:   2.09
Avg. volume 1Y:   0.00
Volatility 1M:   83.81%
Volatility 6M:   124.81%
Volatility 1Y:   136.97%
Volatility 3Y:   -