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BNP Paribas Call 19 PHI1 21.06.20.../  DE000PE87FN4  /

EUWAX
2024-05-10  1:36:39 PM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.590EUR - -
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: 0.590
Low: 0.570
Previous Close: 0.520
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.81%
3 Months  
+602.38%
YTD  
+84.38%
1 Year  
+180.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.610 0.520
6M High / 6M Low: 0.710 0.056
High (YTD): 2024-04-29 0.710
Low (YTD): 2024-04-19 0.056
52W High: 2024-04-29 0.710
52W Low: 2024-04-19 0.056
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.574
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   115.48%
Volatility 6M:   919.91%
Volatility 1Y:   635.47%
Volatility 3Y:   -