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

EUWAX
2024-05-21  9:36:23 AM Chg.-0.07 Bid10:01:02 AM Ask10:01:02 AM Underlying Strike price Expiration date Option type
2.80EUR -2.44% 2.80
Bid Size: 1,072		 2.85
Ask Size: 1,053		 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: 6.78
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.32
Parity: -0.67
Time value: 2.85
Break-even: 228.50
Moneyness: 0.97
Premium: 0.18
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 1.06%
Delta: 0.56
Theta: -0.08
Omega: 3.83
Rho: 0.47
 

Quote data

Open: 2.80
High: 2.80
Low: 2.80
Previous Close: 2.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month  
+10.24%
3 Months
  -33.01%
YTD  
+0.72%
1 Year  
+17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.96 2.53
1M High / 1M Low: 2.96 2.42
6M High / 6M Low: 5.16 1.90
High (YTD): 2024-03-14 5.16
Low (YTD): 2024-01-05 2.36
52W High: 2023-09-11 5.47
52W Low: 2023-11-13 1.76
Avg. price 1W:   2.76
Avg. volume 1W:   0.00
Avg. price 1M:   2.61
Avg. volume 1M:   0.00
Avg. price 6M:   3.28
Avg. volume 6M:   0.00
Avg. price 1Y:   3.50
Avg. volume 1Y:   0.00
Volatility 1M:   83.57%
Volatility 6M:   96.57%
Volatility 1Y:   105.39%
Volatility 3Y:   -