OverviewChartNewsTraderScreen

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

EUWAX
2024-05-30  9:24:56 AM Chg.-0.38 Bid6:52:39 PM Ask6:52:39 PM Underlying Strike price Expiration date Option type
4.57EUR -7.68% 4.33
Bid Size: 5,200		 4.37
Ask Size: 5,200		 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: 4.57
High: 4.57
Low: 4.57
Previous Close: 4.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.28%
1 Month
  -10.57%
3 Months
  -37.14%
YTD
  -8.23%
1 Year  
+13.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.27 4.95
1M High / 1M Low: 5.74 4.90
6M High / 6M Low: 8.07 3.71
High (YTD): 2024-03-14 8.07
Low (YTD): 2024-01-05 4.43
52W High: 2024-03-14 8.07
52W Low: 2023-11-13 3.42
Avg. price 1W:   5.11
Avg. volume 1W:   0.00
Avg. price 1M:   5.25
Avg. volume 1M:   0.00
Avg. price 6M:   5.82
Avg. volume 6M:   0.00
Avg. price 1Y:   5.83
Avg. volume 1Y:   0.00
Volatility 1M:   57.85%
Volatility 6M:   69.14%
Volatility 1Y:   81.10%
Volatility 3Y:   -