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BNP Paribas Call 130 AIL 21.06.20.../  DE000PE85J30  /

EUWAX
2024-05-21  8:19:49 AM Chg.+0.22 Bid9:18:01 PM Ask9:18:01 PM Underlying Strike price Expiration date Option type
5.62EUR +4.07% 5.50
Bid Size: 2,600		 5.61
Ask Size: 2,600		 AIR LIQUIDE INH. EO ... 130.00 - 2024-06-21 Call
 

Master data

WKN: PE85J3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.55
Implied volatility: 0.87
Historic volatility: 0.17
Parity: 5.55
Time value: 0.18
Break-even: 187.30
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.11
Spread %: 1.96%
Delta: 0.94
Theta: -0.11
Omega: 3.04
Rho: 0.10
 

Quote data

Open: 5.62
High: 5.62
Low: 5.62
Previous Close: 5.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.36%
1 Month  
+1.08%
3 Months
  -0.88%
YTD  
+13.77%
1 Year  
+42.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.80 5.40
1M High / 1M Low: 5.98 5.15
6M High / 6M Low: 6.83 4.01
High (YTD): 2024-03-21 6.83
Low (YTD): 2024-02-13 4.01
52W High: 2024-03-21 6.83
52W Low: 2023-10-20 2.83
Avg. price 1W:   5.63
Avg. volume 1W:   0.00
Avg. price 1M:   5.58
Avg. volume 1M:   0.00
Avg. price 6M:   5.27
Avg. volume 6M:   0.00
Avg. price 1Y:   4.48
Avg. volume 1Y:   0.00
Volatility 1M:   62.35%
Volatility 6M:   60.46%
Volatility 1Y:   61.11%
Volatility 3Y:   -