BNP Paribas Call 20 MOR 21.06.2024
/ DE000PE86758
BNP Paribas Call 20 MOR 21.06.202.../ DE000PE86758 /
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: |
|
- |