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

EUWAX
2024-06-07  6:09:56 PM Chg.-0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
4.55EUR -1.52% -
Bid Size: -
-
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: 4.77
Intrinsic value: 4.77
Implied volatility: -
Historic volatility: 0.79
Parity: 4.77
Time value: -0.16
Break-even: 66.10
Moneyness: 3.38
Premium: -0.02
Premium p.a.: -0.45
Spread abs.: 0.00
Spread %: 0.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.62
High: 4.64
Low: 4.55
Previous Close: 4.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.36%
1 Month
  -1.09%
3 Months  
+2.71%
YTD  
+179.14%
1 Year  
+261.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.68 4.59
1M High / 1M Low: 4.87 4.59
6M High / 6M Low: 4.87 0.85
High (YTD): 2024-05-17 4.87
Low (YTD): 2024-01-12 1.28
52W High: 2024-05-17 4.87
52W Low: 2023-11-22 0.21
Avg. price 1W:   4.63
Avg. volume 1W:   0.00
Avg. price 1M:   4.68
Avg. volume 1M:   0.00
Avg. price 6M:   3.63
Avg. volume 6M:   0.00
Avg. price 1Y:   2.39
Avg. volume 1Y:   0.00
Volatility 1M:   17.54%
Volatility 6M:   173.77%
Volatility 1Y:   172.81%
Volatility 3Y:   -