BNP Paribas Call 165 CMC 21.06.2024
/ DE000PE9AZV0
BNP Paribas Call 165 CMC 21.06.20.../ DE000PE9AZV0 /
| 2024-05-10 9:50:31 PM |
Chg.+0.130 |
Bid9:59:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
+4.15% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
165.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE9AZV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.15 |
| Parity: |
2.18 |
| Time value: |
1.08 |
| Break-even: |
197.60 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.72 |
| Theta: |
-0.45 |
| Omega: |
4.14 |
| Rho: |
0.06 |
Quote data
| Open: |
3.170 |
| High: |
3.270 |
| Low: |
3.130 |
| Previous Close: |
3.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.38% |
| 3 Months |
|
|
+48.18% |
| YTD |
|
|
+154.69% |
| 1 Year |
|
|
+552.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.260 |
2.500 |
| 6M High / 6M Low: |
3.390 |
0.620 |
| High (YTD): |
2024-03-28 |
3.390 |
| Low (YTD): |
2024-01-18 |
1.050 |
| 52W High: |
2024-03-28 |
3.390 |
| 52W Low: |
2023-11-01 |
0.220 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.953 |
| Avg. volume 6M: |
|
85.284 |
| Avg. price 1Y: |
|
1.200 |
| Avg. volume 1Y: |
|
38.733 |
| Volatility 1M: |
|
100.22% |
| Volatility 6M: |
|
118.35% |
| Volatility 1Y: |
|
131.36% |
| Volatility 3Y: |
|
- |
