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

EUWAX
2024-05-17  9:52:25 AM Chg.-0.08 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
4.09EUR -1.92% -
Bid Size: -		 -
Ask Size: -		 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: 4.72
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 1.29
Implied volatility: 0.56
Historic volatility: 0.32
Parity: 1.29
Time value: 2.80
Break-even: 220.90
Moneyness: 1.07
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 0.74%
Delta: 0.67
Theta: -0.08
Omega: 3.14
Rho: 0.52
 

Quote data

Open: 4.09
High: 4.09
Low: 4.09
Previous Close: 4.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.95%
1 Month  
+8.78%
3 Months
  -29.60%
YTD  
+9.65%
1 Year  
+31.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.17 3.65
1M High / 1M Low: 4.17 3.48
6M High / 6M Low: 6.48 2.64
High (YTD): 2024-03-14 6.48
Low (YTD): 2024-01-05 3.23
52W High: 2023-09-11 6.62
52W Low: 2023-11-13 2.44
Avg. price 1W:   3.79
Avg. volume 1W:   0.00
Avg. price 1M:   3.69
Avg. volume 1M:   0.00
Avg. price 6M:   4.34
Avg. volume 6M:   0.00
Avg. price 1Y:   4.51
Avg. volume 1Y:   0.00
Volatility 1M:   69.27%
Volatility 6M:   83.30%
Volatility 1Y:   105.07%
Volatility 3Y:   -