OverviewChartNewsTraderScreen

BNP Paribas Call 160 VEE 20.12.20.../  DE000PE9CY79  /

Frankfurt Zert./BNP
2024-05-30  5:35:22 PM Chg.-0.540 Bid5:36:22 PM Ask5:36:22 PM Underlying Strike price Expiration date Option type
4.160EUR -11.49% 4.150
Bid Size: 5,600		 4.180
Ask Size: 5,600		 VEEVA SYSTEMS A DL-,... 160.00 - 2024-12-20 Call
 

Master data

WKN: PE9CY7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.92
Leverage: Yes

Calculated values

Fair value: 3.47
Intrinsic value: 2.56
Implied volatility: 0.61
Historic volatility: 0.32
Parity: 2.56
Time value: 2.17
Break-even: 207.30
Moneyness: 1.16
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 0.64%
Delta: 0.73
Theta: -0.08
Omega: 2.85
Rho: 0.49
 

Quote data

Open: 4.430
High: 4.640
Low: 4.160
Previous Close: 4.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.30%
1 Month
  -13.87%
3 Months
  -42.78%
YTD
  -14.23%
1 Year  
+6.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.990 4.700
1M High / 1M Low: 5.560 4.700
6M High / 6M Low: 7.860 3.570
High (YTD): 2024-03-13 7.860
Low (YTD): 2024-01-03 4.300
52W High: 2023-09-11 7.870
52W Low: 2023-11-13 3.320
Avg. price 1W:   4.896
Avg. volume 1W:   0.000
Avg. price 1M:   5.099
Avg. volume 1M:   0.000
Avg. price 6M:   5.704
Avg. volume 6M:   0.000
Avg. price 1Y:   5.719
Avg. volume 1Y:   0.000
Volatility 1M:   53.60%
Volatility 6M:   70.72%
Volatility 1Y:   91.85%
Volatility 3Y:   -