BNP Paribas Call 15 1U1 21.06.2024
/ DE000PE932E4
BNP Paribas Call 15 1U1 21.06.202.../ DE000PE932E4 /
| 2024-05-03 8:17:36 AM |
Chg.+0.01 |
Bid8:35:29 AM |
Ask8:35:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
+0.60% |
1.68
Bid Size: 2,260 |
1.76
Ask Size: 2,260 |
1+1 AG INH O.N. |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE932E |
| 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: |
2023-03-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.33 |
| Parity: |
1.50 |
| Time value: |
0.25 |
| Break-even: |
16.75 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
4.79% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
7.85 |
| Rho: |
0.02 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.22% |
| 1 Month |
|
|
+10.60% |
| 3 Months |
|
|
-30.99% |
| YTD |
|
|
-29.24% |
| 1 Year |
|
|
+363.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.66 |
| 1M High / 1M Low: |
1.93 |
1.31 |
| 6M High / 6M Low: |
2.62 |
1.31 |
| High (YTD): |
2024-01-24 |
2.62 |
| Low (YTD): |
2024-04-16 |
1.31 |
| 52W High: |
2024-01-24 |
2.62 |
| 52W Low: |
2023-07-11 |
0.12 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.35% |
| Volatility 6M: |
|
82.98% |
| Volatility 1Y: |
|
207.40% |
| Volatility 3Y: |
|
- |
