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

EUWAX
2024-06-05  2:07:37 PM Chg.+0.08 Bid2:42:18 PM Ask2:42:18 PM Underlying Strike price Expiration date Option type
1.16EUR +7.41% 1.17
Bid Size: 9,000		 1.21
Ask Size: 9,000		 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: 9.54
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.07
Implied volatility: 0.46
Historic volatility: 0.21
Parity: 1.07
Time value: 0.09
Break-even: 111.60
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 4.50%
Delta: 0.87
Theta: -0.08
Omega: 8.29
Rho: 0.04
 

Quote data

Open: 1.10
High: 1.17
Low: 1.10
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.46%
1 Month  
+222.22%
3 Months  
+190.00%
YTD  
+65.71%
1 Year
  -3.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.82
1M High / 1M Low: 1.08 0.32
6M High / 6M Low: 1.36 0.32
High (YTD): 2024-03-25 1.36
Low (YTD): 2024-05-16 0.32
52W High: 2024-03-25 1.36
52W Low: 2024-05-16 0.32
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   0.60
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   0.71
Avg. volume 1Y:   0.00
Volatility 1M:   268.38%
Volatility 6M:   218.67%
Volatility 1Y:   177.88%
Volatility 3Y:   -