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BNP Paribas Call 20 PHI1 21.06.20.../  DE000PE87FP9  /

Frankfurt Zert./BNP
2024-05-10  9:20:27 PM Chg.+0.040 Bid9:55:12 PM Ask9:55:12 PM Underlying Strike price Expiration date Option type
0.510EUR +8.51% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 20.00 - 2024-06-21 Call
 

Master data

WKN: PE87FP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 1.00
Historic volatility: 0.37
Parity: 0.49
Time value: 0.05
Break-even: 25.40
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.86
Theta: -0.03
Omega: 3.94
Rho: 0.01
 

Quote data

Open: 0.480
High: 0.510
Low: 0.480
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.92%
3 Months  
+900.00%
YTD  
+104.00%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.510 0.430
6M High / 6M Low: 0.520 0.021
High (YTD): 2024-04-30 0.520
Low (YTD): 2024-04-04 0.021
52W High: 2024-04-30 0.520
52W Low: 2024-04-04 0.021
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.481
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.172
Avg. volume 1Y:   0.000
Volatility 1M:   115.50%
Volatility 6M:   1,145.93%
Volatility 1Y:   790.70%
Volatility 3Y:   -