OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-04-30  9:21:06 AM Chg.+0.030 Bid9:27:26 AM Ask- Underlying Strike price Expiration date Option type
16.150EUR +0.19% 16.170
Bid Size: 5,000		 -
Ask Size: -		 MICROSOFT DL-,000... 230.00 - 2024-06-21 Call
 

Master data

WKN: PE1W9P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 15.08
Intrinsic value: 14.95
Implied volatility: 1.72
Historic volatility: 0.19
Parity: 14.95
Time value: 2.48
Break-even: 404.30
Moneyness: 1.65
Premium: 0.07
Premium p.a.: 0.55
Spread abs.: 0.79
Spread %: 4.75%
Delta: 0.86
Theta: -0.53
Omega: 1.88
Rho: 0.22
 

Quote data

Open: 16.220
High: 16.270
Low: 16.150
Previous Close: 16.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.41%
1 Month
  -9.42%
3 Months
  -4.66%
YTD  
+17.71%
1 Year  
+90.00%
3 Years     -
5 Years     -
1W High / 1W Low: 16.890 15.910
1M High / 1M Low: 18.700 15.910
6M High / 6M Low: 18.700 11.010
High (YTD): 2024-04-11 18.700
Low (YTD): 2024-01-05 13.080
52W High: 2024-04-11 18.700
52W Low: 2023-05-03 8.420
Avg. price 1W:   16.474
Avg. volume 1W:   0.000
Avg. price 1M:   17.359
Avg. volume 1M:   0.000
Avg. price 6M:   15.570
Avg. volume 6M:   0.000
Avg. price 1Y:   12.929
Avg. volume 1Y:   0.000
Volatility 1M:   47.14%
Volatility 6M:   43.55%
Volatility 1Y:   52.38%
Volatility 3Y:   -