BNP Paribas Call 20 MOR 21.06.202.../  DE000PE86758  /

Frankfurt Zert./BNP
2024-05-31  9:20:31 PM Chg.-0.040 Bid9:59:05 PM Ask- Underlying Strike price Expiration date Option type
4.650EUR -0.85% 4.660
Bid Size: 2,200
-
Ask Size: -
MORPHOSYS AG O.N. 20.00 - 2024-06-21 Call
 

Master data

WKN: PE8675
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.47
Leverage: Yes

Calculated values

Fair value: 4.87
Intrinsic value: 4.87
Implied volatility: -
Historic volatility: 0.79
Parity: 4.87
Time value: -0.21
Break-even: 66.60
Moneyness: 3.43
Premium: -0.03
Premium p.a.: -0.42
Spread abs.: 0.00
Spread %: 0.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.640
High: 4.670
Low: 4.640
Previous Close: 4.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.85%
1 Month  
+3.79%
3 Months  
+5.20%
YTD  
+188.82%
1 Year  
+410.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.710 4.650
1M High / 1M Low: 4.890 4.530
6M High / 6M Low: 4.890 0.850
High (YTD): 2024-05-17 4.890
Low (YTD): 2024-01-12 1.310
52W High: 2024-05-17 4.890
52W Low: 2023-11-22 0.210
Avg. price 1W:   4.686
Avg. volume 1W:   0.000
Avg. price 1M:   4.670
Avg. volume 1M:   0.000
Avg. price 6M:   3.524
Avg. volume 6M:   0.000
Avg. price 1Y:   2.339
Avg. volume 1Y:   0.000
Volatility 1M:   18.89%
Volatility 6M:   161.18%
Volatility 1Y:   164.39%
Volatility 3Y:   -