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BNP Paribas Call 11.5 CCL 21.06.2.../  DE000PE13G48  /

Frankfurt Zert./BNP
2024-05-21  9:20:30 PM Chg.+0.020 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
4.320EUR +0.47% 4.390
Bid Size: 5,300		 4.400
Ask Size: 5,300		 Carnival Corp 11.50 - 2024-06-21 Call
 

Master data

WKN: PE13G4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Carnival Corp
Type: Warrant
Option type: Call
Strike price: 11.50 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 3.36
Intrinsic value: 3.32
Implied volatility: 1.50
Historic volatility: 0.41
Parity: 3.32
Time value: 1.00
Break-even: 15.82
Moneyness: 1.29
Premium: 0.07
Premium p.a.: 1.17
Spread abs.: 0.01
Spread %: 0.23%
Delta: 0.79
Theta: -0.03
Omega: 2.71
Rho: 0.01
 

Quote data

Open: 4.250
High: 4.320
Low: 4.130
Previous Close: 4.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month  
+55.40%
3 Months  
+21.69%
YTD
  -37.39%
1 Year  
+75.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.300 2.970
1M High / 1M Low: 4.300 2.680
6M High / 6M Low: 7.470 2.680
High (YTD): 2024-01-10 6.210
Low (YTD): 2024-05-08 2.680
52W High: 2023-07-05 8.550
52W Low: 2023-10-27 1.960
Avg. price 1W:   3.410
Avg. volume 1W:   0.000
Avg. price 1M:   3.193
Avg. volume 1M:   0.000
Avg. price 6M:   4.633
Avg. volume 6M:   0.000
Avg. price 1Y:   4.720
Avg. volume 1Y:   0.000
Volatility 1M:   144.10%
Volatility 6M:   114.18%
Volatility 1Y:   123.28%
Volatility 3Y:   -