OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-05-14  8:20:54 PM Chg.-0.010 Bid8:32:50 PM Ask8:32:50 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% 0.280
Bid Size: 10,000		 0.300
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: 5.87
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.26
Implied volatility: 0.60
Historic volatility: 0.33
Parity: 0.26
Time value: 0.04
Break-even: 18.00
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.83
Theta: -0.01
Omega: 4.86
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.290
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+42.11%
3 Months
  -22.86%
YTD
  -35.71%
1 Year  
+610.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 0.280 0.160
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:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   0.220
Avg. volume 1Y:   0.000
Volatility 1M:   213.64%
Volatility 6M:   147.02%
Volatility 1Y:   255.13%
Volatility 3Y:   -