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

Frankfurt Zert./BNP
5/31/2024  9:50:11 PM Chg.+0.040 Bid9:51:48 PM Ask9:51:48 PM Underlying Strike price Expiration date Option type
0.820EUR +5.13% 0.830
Bid Size: 3,615		 0.880
Ask Size: 3,410		 SYMRISE AG INH. O.N. 102.00 - 6/21/2024 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: 6/21/2024
Issue date: 2/15/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.33
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.73
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 0.73
Time value: 0.09
Break-even: 110.20
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 3.80%
Delta: 0.84
Theta: -0.05
Omega: 11.24
Rho: 0.05
 

Quote data

Open: 0.780
High: 0.840
Low: 0.720
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+82.22%
1 Month  
+215.38%
3 Months  
+156.25%
YTD  
+36.67%
1 Year
  -33.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.500
1M High / 1M Low: 0.820 0.200
6M High / 6M Low: 1.180 0.200
High (YTD): 3/25/2024 1.180
Low (YTD): 5/16/2024 0.200
52W High: 6/2/2023 1.240
52W Low: 5/16/2024 0.200
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   0.000
Avg. price 1Y:   0.615
Avg. volume 1Y:   0.000
Volatility 1M:   268.62%
Volatility 6M:   223.96%
Volatility 1Y:   182.14%
Volatility 3Y:   -