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BNP Paribas Call 200 VEE 20.12.20.../  DE000PE9CY95  /

Frankfurt Zert./BNP
2024-05-17  9:50:24 PM Chg.+0.040 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.880EUR +1.41% 2.890
Bid Size: 1,800		 2.920
Ask Size: 1,800		 VEEVA SYSTEMS A DL-,... 200.00 - 2024-12-20 Call
 

Master data

WKN: PE9CY9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.32
Parity: -0.71
Time value: 2.89
Break-even: 228.90
Moneyness: 0.96
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 1.05%
Delta: 0.56
Theta: -0.08
Omega: 3.77
Rho: 0.48
 

Quote data

Open: 2.850
High: 2.920
Low: 2.810
Previous Close: 2.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+8.27%
3 Months
  -33.64%
YTD  
+3.97%
1 Year  
+19.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.950 2.560
1M High / 1M Low: 2.950 2.380
6M High / 6M Low: 5.090 1.880
High (YTD): 2024-03-13 5.090
Low (YTD): 2024-01-03 2.340
52W High: 2023-09-11 5.430
52W Low: 2023-11-13 1.760
Avg. price 1W:   2.698
Avg. volume 1W:   0.000
Avg. price 1M:   2.601
Avg. volume 1M:   0.000
Avg. price 6M:   3.285
Avg. volume 6M:   0.000
Avg. price 1Y:   3.500
Avg. volume 1Y:   0.000
Volatility 1M:   82.66%
Volatility 6M:   96.74%
Volatility 1Y:   117.67%
Volatility 3Y:   -