BNP Paribas Call 175 CMC 21.06.2024
/ DE000PE9AZW8
BNP Paribas Call 175 CMC 21.06.20.../ DE000PE9AZW8 /
| 2024-05-10 8:45:06 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
175.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE9AZW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.15 |
| Parity: |
1.18 |
| Time value: |
1.15 |
| Break-even: |
198.30 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
1.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.40 |
| Omega: |
5.28 |
| Rho: |
0.05 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.20% |
| 3 Months |
|
|
+48.67% |
| YTD |
|
|
+218.57% |
| 1 Year |
|
|
+619.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.23 |
1.67 |
| 6M High / 6M Low: |
2.48 |
0.33 |
| High (YTD): |
2024-04-09 |
2.48 |
| Low (YTD): |
2024-01-18 |
0.55 |
| 52W High: |
2024-04-09 |
2.48 |
| 52W Low: |
2023-11-01 |
0.12 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
132.68% |
| Volatility 6M: |
|
164.31% |
| Volatility 1Y: |
|
162.24% |
| Volatility 3Y: |
|
- |
