BNP Paribas Call 15 INN1 21.06.2024
/ DE000PE861R7
BNP Paribas Call 15 INN1 21.06.20.../ DE000PE861R7 /
2024-04-29 8:21:34 AM |
Chg.+0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+11.48% |
- Bid Size: - |
- Ask Size: - |
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: |
19.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.21 |
Parity: |
-0.09 |
Time value: |
0.76 |
Break-even: |
15.76 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.09 |
Spread %: |
13.43% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
10.29 |
Rho: |
0.01 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.30% |
1 Month |
|
|
+17.24% |
3 Months |
|
|
+580.00% |
YTD |
|
|
+142.86% |
1 Year |
|
|
+94.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.540 |
1M High / 1M Low: |
0.890 |
0.330 |
6M High / 6M Low: |
0.890 |
0.017 |
High (YTD): |
2024-04-11 |
0.890 |
Low (YTD): |
2024-02-12 |
0.017 |
52W High: |
2024-04-11 |
0.890 |
52W Low: |
2024-02-12 |
0.017 |
Avg. price 1W: |
|
0.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.625 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.227 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.326 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
364.64% |
Volatility 6M: |
|
304.63% |
Volatility 1Y: |
|
239.38% |
Volatility 3Y: |
|
- |