BNP Paribas Call 100 SY1 21.06.2024
/ DE000PE96Q04
BNP Paribas Call 100 SY1 21.06.20.../ DE000PE96Q04 /
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: |
|
- |