OverviewChartNewsTraderScreen

BNP Paribas Call 15 SZU 21.06.202.../  DE000PE87S03  /

Frankfurt Zert./BNP
2024-06-03  9:20:18 PM Chg.+0.001 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.022EUR +4.76% 0.021
Bid Size: 10,000		 0.075
Ask Size: 10,000		 SUEDZUCKER AG O.N. 15.00 - 2024-06-21 Call
 

Master data

WKN: PE87S0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 173.83
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -0.92
Time value: 0.08
Break-even: 15.08
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 3.03
Spread abs.: 0.05
Spread %: 200.00%
Delta: 0.17
Theta: -0.01
Omega: 30.23
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.023
Low: 0.013
Previous Close: 0.021
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -52.17%
3 Months
  -85.33%
YTD
  -97.18%
1 Year
  -99.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.012
1M High / 1M Low: 0.072 0.012
6M High / 6M Low: 0.900 0.012
High (YTD): 2024-01-02 0.900
Low (YTD): 2024-05-29 0.012
52W High: 2023-07-12 3.090
52W Low: 2024-05-29 0.012
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   40.323
Avg. price 1Y:   1.027
Avg. volume 1Y:   19.685
Volatility 1M:   584.88%
Volatility 6M:   390.12%
Volatility 1Y:   289.93%
Volatility 3Y:   -