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BNP Paribas Call 680 1YD 17.01.20.../  DE000PE8ZHX3  /

EUWAX
2024-06-07  9:35:04 AM Chg.-1.73 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
67.96EUR -2.48% -
Bid Size: -		 -
Ask Size: -		 BROADCOM INC. DL... 680.00 - 2025-01-17 Call
 

Master data

WKN: PE8ZHX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 680.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.92
Leverage: Yes

Calculated values

Fair value: 63.76
Intrinsic value: 62.23
Implied volatility: 0.81
Historic volatility: 0.32
Parity: 62.23
Time value: 5.73
Break-even: 1,359.60
Moneyness: 1.92
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: -0.76
Spread %: -1.11%
Delta: 0.92
Theta: -0.34
Omega: 1.76
Rho: 3.14
 

Quote data

Open: 67.96
High: 67.96
Low: 67.96
Previous Close: 69.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.50%
1 Month  
+12.89%
3 Months  
+4.01%
YTD  
+58.08%
1 Year  
+244.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 69.69 59.72
1M High / 1M Low: 71.23 59.72
6M High / 6M Low: 71.23 27.94
High (YTD): 2024-05-16 71.23
Low (YTD): 2024-01-05 36.64
52W High: 2024-05-16 71.23
52W Low: 2023-06-08 19.71
Avg. price 1W:   64.22
Avg. volume 1W:   0.00
Avg. price 1M:   65.76
Avg. volume 1M:   0.00
Avg. price 6M:   55.88
Avg. volume 6M:   0.00
Avg. price 1Y:   39.94
Avg. volume 1Y:   0.00
Volatility 1M:   67.79%
Volatility 6M:   88.40%
Volatility 1Y:   80.73%
Volatility 3Y:   -