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BNP Paribas Call 90 DWD 21.06.202.../  DE000PE14DC6  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.+0.040 Bid9:59:57 PM Ask2024-05-31 Underlying Strike price Expiration date Option type
0.720EUR +5.88% 0.770
Bid Size: 14,000		 -
Ask Size: -		 MORGAN STANLEY D... 90.00 - 2024-06-21 Call
 

Master data

WKN: PE14DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.53
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.02
Implied volatility: 0.84
Historic volatility: 0.22
Parity: 0.02
Time value: 0.70
Break-even: 97.20
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 2.92
Spread abs.: -0.05
Spread %: -6.49%
Delta: 0.55
Theta: -0.18
Omega: 6.86
Rho: 0.02
 

Quote data

Open: 0.720
High: 0.790
Low: 0.650
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.10%
1 Month  
+60.00%
3 Months  
+148.28%
YTD
  -8.86%
1 Year  
+2.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.680
1M High / 1M Low: 1.140 0.450
6M High / 6M Low: 1.140 0.200
High (YTD): 2024-05-21 1.140
Low (YTD): 2024-04-12 0.250
52W High: 2024-05-21 1.140
52W Low: 2023-11-01 0.080
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.827
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.507
Avg. volume 1Y:   0.000
Volatility 1M:   167.67%
Volatility 6M:   251.21%
Volatility 1Y:   229.43%
Volatility 3Y:   -