OverviewChartNewsTraderScreen

BNP Paribas Call 102 SY1 21.06.20.../  DE000PE87VN1  /

Frankfurt Zert./BNP
2024-06-12  9:50:14 PM Chg.+0.190 Bid9:55:18 PM Ask9:55:18 PM Underlying Strike price Expiration date Option type
1.110EUR +20.65% 1.120
Bid Size: 2,679		 1.170
Ask Size: 2,565		 SYMRISE AG INH. O.N. 102.00 - 2024-06-21 Call
 

Master data

WKN: PE87VN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 102.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.91
Implied volatility: 0.51
Historic volatility: 0.21
Parity: 0.91
Time value: 0.07
Break-even: 111.80
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 5.38%
Delta: 0.87
Theta: -0.11
Omega: 9.85
Rho: 0.02
 

Quote data

Open: 0.960
High: 1.130
Low: 0.940
Previous Close: 0.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.04%
1 Month  
+311.11%
3 Months  
+44.16%
YTD  
+85.00%
1 Year  
+63.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.810
1M High / 1M Low: 1.110 0.200
6M High / 6M Low: 1.180 0.200
High (YTD): 2024-03-25 1.180
Low (YTD): 2024-05-16 0.200
52W High: 2024-03-25 1.180
52W Low: 2024-05-16 0.200
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.554
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   250.63%
Volatility 6M:   229.45%
Volatility 1Y:   183.34%
Volatility 3Y:   -