BNP Paribas Call 135 PRG 21.06.2024
/ DE000PE89NY1
BNP Paribas Call 135 PRG 21.06.20.../ DE000PE89NY1 /
| 5/10/2024 9:50:27 PM |
Chg.+0.100 |
Bid9:59:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
135.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE89NY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
1.68 |
| Historic volatility: |
0.12 |
| Parity: |
1.66 |
| Time value: |
1.41 |
| Break-even: |
165.70 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
5.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.99% |
| Delta: |
0.69 |
| Theta: |
-0.56 |
| Omega: |
3.42 |
| Rho: |
0.04 |
Quote data
| Open: |
2.980 |
| High: |
3.070 |
| Low: |
2.930 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.48% |
| 3 Months |
|
|
+30.64% |
| YTD |
|
|
+124.09% |
| 1 Year |
|
|
+58.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.070 |
2.810 |
| 6M High / 6M Low: |
3.070 |
1.290 |
| High (YTD): |
5/10/2024 |
3.070 |
| Low (YTD): |
1/5/2024 |
1.510 |
| 52W High: |
5/10/2024 |
3.070 |
| 52W Low: |
12/15/2023 |
1.290 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.105 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
44.28% |
| Volatility 6M: |
|
93.64% |
| Volatility 1Y: |
|
81.67% |
| Volatility 3Y: |
|
- |
