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BNP Paribas Call 230 MSF 21.06.20.../  DE000PE1W9P6  /

Frankfurt Zert./BNP
5/17/2024  5:21:13 PM Chg.-0.150 Bid5:33:33 PM Ask- Underlying Strike price Expiration date Option type
17.540EUR -0.85% 17.550
Bid Size: 20,000		 -
Ask Size: -		 MICROSOFT DL-,000... 230.00 - 6/21/2024 Call
 

Master data

WKN: PE1W9P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 6/21/2024
Issue date: 9/7/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.19
Leverage: Yes

Calculated values

Fair value: 15.82
Intrinsic value: 15.74
Implied volatility: 1.95
Historic volatility: 0.19
Parity: 15.74
Time value: 1.94
Break-even: 406.80
Moneyness: 1.68
Premium: 0.05
Premium p.a.: 0.67
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.69
Omega: 1.93
Rho: 0.16
 

Quote data

Open: 17.780
High: 17.900
Low: 17.480
Previous Close: 17.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month  
+1.15%
3 Months  
+6.11%
YTD  
+27.84%
1 Year  
+86.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.890 17.130
1M High / 1M Low: 17.890 15.410
6M High / 6M Low: 18.700 12.960
High (YTD): 4/11/2024 18.700
Low (YTD): 1/5/2024 13.080
52W High: 4/11/2024 18.700
52W Low: 9/26/2023 8.810
Avg. price 1W:   17.444
Avg. volume 1W:   0.000
Avg. price 1M:   16.722
Avg. volume 1M:   0.000
Avg. price 6M:   16.018
Avg. volume 6M:   0.000
Avg. price 1Y:   13.293
Avg. volume 1Y:   0.000
Volatility 1M:   49.47%
Volatility 6M:   41.79%
Volatility 1Y:   52.19%
Volatility 3Y:   -