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BNP Paribas Call 100 SY1 21.06.20.../  DE000PE87VM3  /

Frankfurt Zert./BNP
2024-05-31  9:50:12 PM Chg.+0.040 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
1.000EUR +4.17% 1.020
Bid Size: 2,942		 1.070
Ask Size: 2,804		 SYMRISE AG INH. O.N. 100.00 - 2024-06-21 Call
 

Master data

WKN: PE87VM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.93
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.93
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 0.93
Time value: 0.07
Break-even: 110.00
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.09%
Delta: 0.89
Theta: -0.05
Omega: 9.69
Rho: 0.05
 

Quote data

Open: 0.960
High: 1.030
Low: 0.900
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+177.78%
3 Months  
+194.12%
YTD  
+42.86%
1 Year
  -21.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.600
1M High / 1M Low: 0.960 0.300
6M High / 6M Low: 1.350 0.300
High (YTD): 2024-03-25 1.350
Low (YTD): 2024-05-16 0.300
52W High: 2024-03-25 1.350
52W Low: 2024-05-16 0.300
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   0.712
Avg. volume 1Y:   0.000
Volatility 1M:   226.77%
Volatility 6M:   204.86%
Volatility 1Y:   169.47%
Volatility 3Y:   -