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BNP Paribas Call 2000 CMG 17.01.2.../  DE000PE9ACV9  /

Frankfurt Zert./BNP
2024-04-26  9:50:42 PM Chg.+0.610 Bid9:59:33 PM Ask- Underlying Strike price Expiration date Option type
12.020EUR +5.35% 12.040
Bid Size: 5,500		 -
Ask Size: -		 Chipotle Mexican Gri... 2,000.00 - 2025-01-17 Call
 

Master data

WKN: PE9ACV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 9.67
Intrinsic value: 9.10
Implied volatility: 0.75
Historic volatility: 0.20
Parity: 9.10
Time value: 2.95
Break-even: 3,205.00
Moneyness: 1.46
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -1.02
Omega: 2.00
Rho: 8.76
 

Quote data

Open: 11.460
High: 12.140
Low: 11.320
Previous Close: 11.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.09%
1 Month  
+24.56%
3 Months  
+144.81%
YTD  
+159.61%
1 Year  
+196.06%
3 Years     -
5 Years     -
1W High / 1W Low: 12.020 9.550
1M High / 1M Low: 12.020 9.160
6M High / 6M Low: 12.020 2.840
High (YTD): 2024-04-26 12.020
Low (YTD): 2024-01-05 4.220
52W High: 2024-04-26 12.020
52W Low: 2023-10-13 2.230
Avg. price 1W:   10.500
Avg. volume 1W:   0.000
Avg. price 1M:   9.900
Avg. volume 1M:   0.000
Avg. price 6M:   6.330
Avg. volume 6M:   0.000
Avg. price 1Y:   4.937
Avg. volume 1Y:   0.000
Volatility 1M:   69.67%
Volatility 6M:   64.22%
Volatility 1Y:   74.63%
Volatility 3Y:   -