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BNP Paribas Call 160 VEE 17.01.20.../  DE000PE9CZF9  /

Frankfurt Zert./BNP
2024-05-30  9:50:31 PM Chg.-0.590 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
4.250EUR -12.19% 4.340
Bid Size: 2,600		 4.380
Ask Size: 2,600		 VEEVA SYSTEMS A DL-,... 160.00 - 2025-01-17 Call
 

Master data

WKN: PE9CZF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.80
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 2.56
Implied volatility: 0.59
Historic volatility: 0.32
Parity: 2.56
Time value: 2.32
Break-even: 208.80
Moneyness: 1.16
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 0.83%
Delta: 0.73
Theta: -0.07
Omega: 2.76
Rho: 0.55
 

Quote data

Open: 4.580
High: 4.780
Low: 4.170
Previous Close: 4.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.83%
1 Month
  -14.31%
3 Months
  -42.41%
YTD
  -14.31%
1 Year  
+6.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.110 4.840
1M High / 1M Low: 5.700 4.840
6M High / 6M Low: 7.980 3.690
High (YTD): 2024-03-13 7.980
Low (YTD): 2024-01-03 4.420
52W High: 2024-03-13 7.980
52W Low: 2023-11-13 3.430
Avg. price 1W:   5.026
Avg. volume 1W:   0.000
Avg. price 1M:   5.238
Avg. volume 1M:   0.000
Avg. price 6M:   5.827
Avg. volume 6M:   0.000
Avg. price 1Y:   5.830
Avg. volume 1Y:   .586
Volatility 1M:   52.17%
Volatility 6M:   69.00%
Volatility 1Y:   89.85%
Volatility 3Y:   -