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BNP Paribas Call 15 1U1 21.06.202.../  DE000PE85H99  /

Frankfurt Zert./BNP
2024-06-07  9:20:27 PM Chg.0.000 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.240
Bid Size: 10,000		 0.280
Ask Size: 10,000		 1+1 AG INH O.N. 15.00 - 2024-06-21 Call
 

Master data

WKN: PE85H9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.22
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.24
Implied volatility: 0.99
Historic volatility: 0.33
Parity: 0.24
Time value: 0.04
Break-even: 17.80
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.83
Spread abs.: 0.04
Spread %: 16.67%
Delta: 0.82
Theta: -0.03
Omega: 5.07
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.29%
3 Months
  -17.24%
YTD
  -42.86%
1 Year  
+445.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.290 0.190
6M High / 6M Low: 0.510 0.160
High (YTD): 2024-01-24 0.510
Low (YTD): 2024-04-17 0.160
52W High: 2024-01-24 0.510
52W Low: 2023-07-11 0.011
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   245.16%
Volatility 6M:   157.80%
Volatility 1Y:   250.78%
Volatility 3Y:   -