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

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
0.600EUR -3.23% -
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: 16.04
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.57
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 0.57
Time value: 0.12
Break-even: 111.90
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 7.81%
Delta: 0.78
Theta: -0.08
Omega: 12.58
Rho: 0.04
 

Quote data

Open: 0.640
High: 0.700
Low: 0.580
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.34%
1 Month  
+300.00%
3 Months  
+160.87%
YTD  
+30.43%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.410
1M High / 1M Low: 0.620 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: 2023-06-06 1.020
52W Low: 2024-05-16 0.100
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   437.45%
Volatility 6M:   283.09%
Volatility 1Y:   221.16%
Volatility 3Y:   -