BNP Paribas Call 180 SND 21.06.2024
/ DE000PE87MQ3
BNP Paribas Call 180 SND 21.06.20.../ DE000PE87MQ3 /
| 2024-05-10 1:36:41 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
180.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE87MQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-15 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.21 |
| Parity: |
4.75 |
| Time value: |
0.87 |
| Break-even: |
236.10 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.14 |
| Spread %: |
2.56% |
| Delta: |
0.82 |
| Theta: |
-0.54 |
| Omega: |
3.31 |
| Rho: |
0.06 |
Quote data
| Open: |
5.11 |
| High: |
5.35 |
| Low: |
5.11 |
| Previous Close: |
4.74 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+50.28% |
| 3 Months |
|
|
+57.35% |
| YTD |
|
|
+282.14% |
| 1 Year |
|
|
+276.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.35 |
3.56 |
| 6M High / 6M Low: |
5.35 |
0.77 |
| High (YTD): |
2024-05-10 |
5.35 |
| Low (YTD): |
2024-01-09 |
0.89 |
| 52W High: |
2024-05-10 |
5.35 |
| 52W Low: |
2023-10-26 |
0.15 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.41% |
| Volatility 6M: |
|
127.93% |
| Volatility 1Y: |
|
188.99% |
| Volatility 3Y: |
|
- |
