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BNP Paribas Call 100 SY1 21.06.20.../  DE000PE96Q04  /

Frankfurt Zert./BNP
2024-05-31  9:50:13 PM Chg.+0.050 Bid9:51:30 PM Ask9:51:30 PM Underlying Strike price Expiration date Option type
1.020EUR +5.15% 1.030
Bid Size: 2,913		 1.050
Ask Size: 2,858		 SYMRISE AG INH. O.N. 100.00 - 2024-06-21 Call
 

Master data

WKN: PE96Q0
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: 2023-03-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
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.: 0.02
Spread %: 2.04%
Delta: 0.89
Theta: -0.05
Omega: 9.69
Rho: 0.05
 

Quote data

Open: 0.980
High: 1.040
Low: 0.920
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+64.52%
1 Month  
+175.68%
3 Months  
+155.00%
YTD  
+52.24%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.680
1M High / 1M Low: 1.020 0.320
6M High / 6M Low: 1.230 0.320
High (YTD): 2024-03-25 1.230
Low (YTD): 2024-05-16 0.320
52W High: 2024-03-25 1.230
52W Low: 2024-05-16 0.320
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.653
Avg. volume 1Y:   0.000
Volatility 1M:   214.68%
Volatility 6M:   190.23%
Volatility 1Y:   154.47%
Volatility 3Y:   -