OverviewChartNewsTraderScreen

BNP Paribas Call 180 VEE 20.12.20.../  DE000PE9CY87  /

Frankfurt Zert./BNP
2024-05-21  8:50:42 AM Chg.-0.010 Bid8:55:09 AM Ask8:55:09 AM Underlying Strike price Expiration date Option type
3.990EUR -0.25% 3.990
Bid Size: 752		 4.060
Ask Size: 739		 VEEVA SYSTEMS A DL-,... 180.00 - 2024-12-20 Call
 

Master data

WKN: PE9CY8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.69
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 1.34
Implied volatility: 0.57
Historic volatility: 0.32
Parity: 1.34
Time value: 2.78
Break-even: 221.20
Moneyness: 1.07
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 0.98%
Delta: 0.67
Theta: -0.08
Omega: 3.14
Rho: 0.52
 

Quote data

Open: 3.990
High: 3.990
Low: 3.990
Previous Close: 4.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+11.76%
3 Months
  -23.42%
YTD  
+7.55%
1 Year  
+30.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.150 3.700
1M High / 1M Low: 4.150 3.430
6M High / 6M Low: 6.390 2.620
High (YTD): 2024-03-13 6.390
Low (YTD): 2024-01-03 3.220
52W High: 2023-09-11 6.580
52W Low: 2023-11-13 2.440
Avg. price 1W:   3.988
Avg. volume 1W:   0.000
Avg. price 1M:   3.740
Avg. volume 1M:   0.000
Avg. price 6M:   4.369
Avg. volume 6M:   0.000
Avg. price 1Y:   4.518
Avg. volume 1Y:   0.000
Volatility 1M:   70.89%
Volatility 6M:   83.15%
Volatility 1Y:   104.50%
Volatility 3Y:   -