BNP Paribas Call 15 INN1 21.06.2024
/ DE000PE861R7
BNP Paribas Call 15 INN1 21.06.20.../ DE000PE861R7 /
2024-05-17 8:20:33 AM |
Chg.-0.03 |
Bid7:27:41 PM |
Ask7:27:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
-2.21% |
1.61 Bid Size: 3,300 |
1.73 Ask Size: 3,300 |
ING GROEP NV EO... |
15.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE861R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ING GROEP NV EO -,01 |
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: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
1.23 |
Time value: |
0.22 |
Break-even: |
16.45 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.12 |
Spread %: |
9.02% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
9.11 |
Rho: |
0.01 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
+303.03% |
3 Months |
|
|
+6550.00% |
YTD |
|
|
+375.00% |
1 Year |
|
|
+209.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.59 |
1.24 |
1M High / 1M Low: |
1.59 |
0.33 |
6M High / 6M Low: |
1.59 |
0.02 |
High (YTD): |
2024-05-15 |
1.59 |
Low (YTD): |
2024-02-12 |
0.02 |
52W High: |
2024-05-15 |
1.59 |
52W Low: |
2024-02-12 |
0.02 |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.37 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
424.25% |
Volatility 6M: |
|
328.05% |
Volatility 1Y: |
|
254.91% |
Volatility 3Y: |
|
- |