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BNP Paribas Call 15 INN1 21.06.20.../  DE000PE861R7  /

EUWAX
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:   -