BNP Paribas Call 19 PHI1 21.06.2024
/ DE000PE87FN4
BNP Paribas Call 19 PHI1 21.06.20.../ DE000PE87FN4 /
2024-05-10 9:20:23 PM |
Chg.+0.040 |
Bid2024-05-10 |
Ask2024-05-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+7.02% |
- Bid Size: - |
- Ask Size: - |
KONINKL. PHILIPS EO ... |
19.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE87FN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
19.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-15 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.59 |
Implied volatility: |
1.15 |
Historic volatility: |
0.37 |
Parity: |
0.59 |
Time value: |
0.05 |
Break-even: |
25.40 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
4.92% |
Delta: |
0.87 |
Theta: |
-0.04 |
Omega: |
3.39 |
Rho: |
0.01 |
Quote data
Open: |
0.570 |
High: |
0.610 |
Low: |
0.570 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.61% |
3 Months |
|
|
+577.78% |
YTD |
|
|
+90.63% |
1 Year |
|
|
+190.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.610 |
0.530 |
6M High / 6M Low: |
0.620 |
0.057 |
High (YTD): |
2024-04-30 |
0.620 |
Low (YTD): |
2024-03-25 |
0.057 |
52W High: |
2024-04-30 |
0.620 |
52W Low: |
2024-03-25 |
0.057 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.581 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.204 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.225 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
94.95% |
Volatility 6M: |
|
664.13% |
Volatility 1Y: |
|
463.44% |
Volatility 3Y: |
|
- |