BNP Paribas Call 80 DWD 21.06.2024
/ DE000PE14C90
BNP Paribas Call 80 DWD 21.06.202.../ DE000PE14C90 /
| 2024-05-10 9:50:23 PM |
Chg.0.000 |
Bid9:59:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MORGAN STANLEY D... |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE14C9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MORGAN STANLEY DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.22 |
| Parity: |
1.02 |
| Time value: |
0.75 |
| Break-even: |
97.70 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
3.31 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.70 |
| Theta: |
-0.28 |
| Omega: |
3.56 |
| Rho: |
0.02 |
Quote data
| Open: |
1.770 |
| High: |
1.810 |
| Low: |
1.690 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.32% |
| 3 Months |
|
|
+112.20% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
+47.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.740 |
1.240 |
| 6M High / 6M Low: |
1.740 |
0.560 |
| High (YTD): |
2024-05-10 |
1.740 |
| Low (YTD): |
2024-01-18 |
0.710 |
| 52W High: |
2024-05-10 |
1.740 |
| 52W Low: |
2023-11-01 |
0.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.000 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
71.71% |
| Volatility 6M: |
|
161.72% |
| Volatility 1Y: |
|
155.92% |
| Volatility 3Y: |
|
- |
