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

EUWAX
2024-05-31  6:15:54 PM Chg.-0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% -
Bid Size: -		 -
Ask Size: -		 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: 0.490
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+108.00%
1 Month  
+246.67%
3 Months  
+126.09%
YTD  
+13.04%
1 Year
  -51.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.290
1M High / 1M Low: 0.550 0.100
6M High / 6M Low: 0.950 0.100
High (YTD): 2024-03-25 0.950
Low (YTD): 2024-05-16 0.100
52W High: 2023-06-02 1.090
52W Low: 2024-05-16 0.100
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   429.07%
Volatility 6M:   280.19%
Volatility 1Y:   219.59%
Volatility 3Y:   -