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BNP Paribas Call 14 1U1 21.06.202.../  DE000PE85H81  /

Frankfurt Zert./BNP
2024-06-03  8:20:40 AM Chg.0.000 Bid9:07:22 AM Ask9:07:22 AM Underlying Strike price Expiration date Option type
0.340EUR 0.00% 0.340
Bid Size: 50,000		 0.380
Ask Size: 50,000		 1+1 AG INH O.N. 14.00 - 2024-06-21 Call
 

Master data

WKN: PE85H8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.35
Implied volatility: 1.03
Historic volatility: 0.33
Parity: 0.35
Time value: 0.03
Break-even: 17.80
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 11.76%
Delta: 0.86
Theta: -0.03
Omega: 3.96
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+30.77%
3 Months
  -15.00%
YTD
  -32.00%
1 Year  
+529.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.340
1M High / 1M Low: 0.380 0.260
6M High / 6M Low: 0.590 0.230
High (YTD): 2024-01-24 0.590
Low (YTD): 2024-04-17 0.230
52W High: 2024-01-24 0.590
52W Low: 2023-07-11 0.016
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.290
Avg. volume 1Y:   0.000
Volatility 1M:   169.69%
Volatility 6M:   119.95%
Volatility 1Y:   235.42%
Volatility 3Y:   -