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

EUWAX
2024-05-31  6:15:54 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.780EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 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: 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: 0.830
Low: 0.730
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.33%
1 Month  
+200.00%
3 Months  
+151.61%
YTD  
+32.20%
1 Year
  -36.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.510
1M High / 1M Low: 0.800 0.210
6M High / 6M Low: 1.190 0.210
High (YTD): 2024-03-25 1.190
Low (YTD): 2024-05-16 0.210
52W High: 2023-06-02 1.240
52W Low: 2024-05-16 0.210
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.562
Avg. volume 6M:   32.258
Avg. price 1Y:   0.616
Avg. volume 1Y:   31.373
Volatility 1M:   331.84%
Volatility 6M:   242.04%
Volatility 1Y:   194.08%
Volatility 3Y:   -