BNP Paribas Call 200 VEE 17.01.20.../  DE000PE9CZH5  /

EUWAX
17/05/2024  09:52:27 Chg.-0.08 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
3.09EUR -2.52% -
Bid Size: -
-
Ask Size: -
VEEVA SYSTEMS A DL-,... 200.00 - 17/01/2025 Call
 

Master data

WKN: PE9CZH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 17/01/2025
Issue date: 17/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.32
Parity: -0.71
Time value: 3.09
Break-even: 230.90
Moneyness: 0.96
Premium: 0.20
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 0.98%
Delta: 0.57
Theta: -0.07
Omega: 3.57
Rho: 0.53
 

Quote data

Open: 3.09
High: 3.09
Low: 3.09
Previous Close: 3.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.36%
1 Month  
+7.67%
3 Months
  -34.67%
YTD  
+5.82%
1 Year  
+23.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.17 2.74
1M High / 1M Low: 3.17 2.59
6M High / 6M Low: 5.33 2.02
High (YTD): 14/03/2024 5.33
Low (YTD): 05/01/2024 2.50
52W High: 11/09/2023 5.60
52W Low: 13/11/2023 1.86
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.78
Avg. volume 1M:   0.00
Avg. price 6M:   3.43
Avg. volume 6M:   0.00
Avg. price 1Y:   3.63
Avg. volume 1Y:   0.00
Volatility 1M:   78.53%
Volatility 6M:   92.60%
Volatility 1Y:   101.69%
Volatility 3Y:   -