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BNP Paribas Call 14 SZU 21.06.202.../  DE000PE87SZ1  /

Frankfurt Zert./BNP
2024-06-07  9:20:23 PM Chg.-0.010 Bid9:57:41 PM Ask9:57:41 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 8,109		 0.420
Ask Size: 7,143		 SUEDZUCKER AG O.N. 14.00 - 2024-06-21 Call
 

Master data

WKN: PE87SZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 33.81
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.20
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.20
Time value: 0.22
Break-even: 14.42
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.54
Spread abs.: 0.05
Spread %: 13.51%
Delta: 0.63
Theta: -0.01
Omega: 21.13
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.400
Low: 0.310
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month  
+42.31%
3 Months  
+48.00%
YTD
  -71.32%
1 Year
  -88.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.440 0.210
6M High / 6M Low: 1.450 0.150
High (YTD): 2024-01-02 1.450
Low (YTD): 2024-04-16 0.150
52W High: 2023-07-12 3.810
52W Low: 2024-04-16 0.150
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   1.424
Avg. volume 1Y:   0.000
Volatility 1M:   344.56%
Volatility 6M:   250.11%
Volatility 1Y:   192.75%
Volatility 3Y:   -