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

EUWAX
2024-06-05  6:09:55 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.870EUR -2.25% -
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: 11.53
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.87
Implied volatility: 0.40
Historic volatility: 0.21
Parity: 0.87
Time value: 0.09
Break-even: 111.60
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 5.49%
Delta: 0.85
Theta: -0.08
Omega: 9.82
Rho: 0.04
 

Quote data

Open: 0.910
High: 0.980
Low: 0.850
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.94%
1 Month  
+234.62%
3 Months  
+171.88%
YTD  
+47.46%
1 Year
  -20.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.640
1M High / 1M Low: 0.890 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: 2024-03-25 1.190
52W Low: 2024-05-16 0.210
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   32
Avg. price 1Y:   0.613
Avg. volume 1Y:   31.250
Volatility 1M:   331.68%
Volatility 6M:   243.08%
Volatility 1Y:   194.63%
Volatility 3Y:   -