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BNP Paribas Call 35 CTP2 21.06.20.../  DE000PE9AD01  /

Frankfurt Zert./BNP
2024-06-03  4:50:31 PM Chg.-0.020 Bid2024-06-03 Ask- Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.440
Bid Size: 16,600		 -
Ask Size: -		 COMCAST CORP. A D... 35.00 - 2024-06-21 Call
 

Master data

WKN: PE9AD0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.19
Implied volatility: 1.12
Historic volatility: 0.20
Parity: 0.19
Time value: 0.27
Break-even: 39.60
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 3.22
Spread abs.: -0.02
Spread %: -4.17%
Delta: 0.63
Theta: -0.10
Omega: 5.09
Rho: 0.01
 

Quote data

Open: 0.460
High: 0.480
Low: 0.420
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.82%
1 Month  
+15.79%
3 Months
  -44.30%
YTD
  -51.65%
1 Year
  -34.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.290
1M High / 1M Low: 0.460 0.290
6M High / 6M Low: 1.140 0.290
High (YTD): 2024-02-01 1.140
Low (YTD): 2024-05-29 0.290
52W High: 2023-08-15 1.240
52W Low: 2024-05-29 0.290
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.820
Avg. volume 1Y:   0.000
Volatility 1M:   185.76%
Volatility 6M:   122.18%
Volatility 1Y:   103.43%
Volatility 3Y:   -