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BNP Paribas Call 105 SY1 21.06.20.../  DE000PE87VP6  /

Frankfurt Zert./BNP
2024-05-31  9:50:14 PM Chg.+0.030 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
0.560EUR +5.66% 0.570
Bid Size: 5,264		 0.620
Ask Size: 4,839		 SYMRISE AG INH. O.N. 105.00 - 2024-06-21 Call
 

Master data

WKN: PE87VP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.52
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.43
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.43
Time value: 0.13
Break-even: 110.60
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.75
Theta: -0.06
Omega: 14.70
Rho: 0.04
 

Quote data

Open: 0.530
High: 0.570
Low: 0.480
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+124.00%
1 Month  
+273.33%
3 Months  
+143.48%
YTD  
+19.15%
1 Year
  -48.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.290
1M High / 1M Low: 0.560 0.100
6M High / 6M Low: 0.940 0.100
High (YTD): 2024-03-25 0.940
Low (YTD): 2024-05-16 0.100
52W High: 2023-06-02 1.090
52W Low: 2024-05-16 0.100
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   353.19%
Volatility 6M:   257.05%
Volatility 1Y:   204.38%
Volatility 3Y:   -