BNP Paribas Call 160 CMC 21.06.2024
/ DE000PE6AFJ3
BNP Paribas Call 160 CMC 21.06.20.../ DE000PE6AFJ3 /
| 2024-05-10 1:58:21 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
160.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE6AFJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.15 |
| Parity: |
2.68 |
| Time value: |
1.04 |
| Break-even: |
197.20 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.03 |
| Spread %: |
0.81% |
| Delta: |
0.75 |
| Theta: |
-0.46 |
| Omega: |
3.75 |
| Rho: |
0.06 |
Quote data
| Open: |
3.63 |
| High: |
3.63 |
| Low: |
3.63 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.69% |
| 3 Months |
|
|
+34.44% |
| YTD |
|
|
+143.62% |
| 1 Year |
|
|
+525.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.63 |
2.99 |
| 6M High / 6M Low: |
3.77 |
0.86 |
| High (YTD): |
2024-04-09 |
3.77 |
| Low (YTD): |
2024-01-18 |
1.31 |
| 52W High: |
2024-04-09 |
3.77 |
| 52W Low: |
2023-10-27 |
0.33 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.16% |
| Volatility 6M: |
|
108.28% |
| Volatility 1Y: |
|
119.75% |
| Volatility 3Y: |
|
- |
