BNP Paribas Call 230 MSF 21.06.2024
/ DE000PE1W9P6
BNP Paribas Call 230 MSF 21.06.20.../ DE000PE1W9P6 /
2024-04-29 9:50:32 PM |
Chg.-0.610 |
Bid9:59:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
16.120EUR |
-3.65% |
16.160 Bid Size: 10,000 |
- 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: |
16.810 |
High: |
16.840 |
Low: |
16.030 |
Previous Close: |
16.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.80% |
1 Month |
|
|
-9.59% |
3 Months |
|
|
-5.23% |
YTD |
|
|
+17.49% |
1 Year |
|
|
+89.65% |
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: |
|
16.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
17.424 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
15.566 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
12.917 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
46.95% |
Volatility 6M: |
|
43.36% |
Volatility 1Y: |
|
52.33% |
Volatility 3Y: |
|
- |