BNP Paribas Call 17 CRIN 21.06.2024
/ DE000PE598C7
BNP Paribas Call 17 CRIN 21.06.20.../ DE000PE598C7 /
| 2024-06-04 8:28:50 AM |
Chg.-0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.84EUR |
-0.05% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
17.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE598C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.85 |
| Intrinsic value: |
19.82 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.25 |
| Parity: |
19.82 |
| Time value: |
0.07 |
| Break-even: |
36.89 |
| Moneyness: |
2.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.15% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
1.84 |
| Rho: |
0.01 |
Quote data
| Open: |
19.84 |
| High: |
19.84 |
| Low: |
19.84 |
| Previous Close: |
19.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.95% |
| 1 Month |
|
|
+9.55% |
| 3 Months |
|
|
+37.87% |
| YTD |
|
|
+147.69% |
| 1 Year |
|
|
+445.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.85 |
18.97 |
| 1M High / 1M Low: |
19.85 |
17.40 |
| 6M High / 6M Low: |
19.85 |
7.13 |
| High (YTD): |
2024-06-03 |
19.85 |
| Low (YTD): |
2024-01-03 |
8.38 |
| 52W High: |
2024-06-03 |
19.85 |
| 52W Low: |
2023-06-09 |
3.59 |
| Avg. price 1W: |
|
19.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
10.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
39.36% |
| Volatility 6M: |
|
63.21% |
| Volatility 1Y: |
|
71.05% |
| Volatility 3Y: |
|
- |
