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BNP Paribas Call 17 PHI1 21.06.20.../  DE000PE87FL8  /

Frankfurt Zert./BNP
2024-05-10  9:20:28 PM Chg.+0.040 Bid2024-05-10 Ask2024-05-10 Underlying Strike price Expiration date Option type
0.810EUR +5.19% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 17.00 - 2024-06-21 Call
 

Master data

WKN: PE87FL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.96
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 1.49
Historic volatility: 0.37
Parity: 0.79
Time value: 0.05
Break-even: 25.40
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.90
Theta: -0.04
Omega: 2.66
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.810
Low: 0.770
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.22%
3 Months  
+268.18%
YTD  
+72.34%
1 Year  
+153.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.810 0.730
6M High / 6M Low: 0.820 0.180
High (YTD): 2024-04-30 0.820
Low (YTD): 2024-04-04 0.180
52W High: 2024-04-30 0.820
52W Low: 2024-04-04 0.180
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   70.06%
Volatility 6M:   290.00%
Volatility 1Y:   212.28%
Volatility 3Y:   -