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

EUWAX
2024-05-10  1:36:39 PM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.490EUR - -
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: 4.48
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 1.63
Historic volatility: 0.37
Parity: 0.42
Time value: 0.12
Break-even: 25.40
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 2.53
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.78
Theta: -0.08
Omega: 3.48
Rho: 0.01
 

Quote data

Open: 0.480
High: 0.490
Low: 0.480
Previous Close: 0.430
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.08%
3 Months  
+842.31%
YTD  
+96.00%
1 Year  
+188.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.490 0.430
6M High / 6M Low: 0.610 0.026
High (YTD): 2024-04-29 0.610
Low (YTD): 2024-04-19 0.026
52W High: 2024-04-29 0.610
52W Low: 2024-04-19 0.026
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   193.34%
Volatility 6M:   1,771.36%
Volatility 1Y:   1,204.40%
Volatility 3Y:   -