BNP Paribas Call 680 1YD 17.01.2025
/ DE000PE8ZHX3
BNP Paribas Call 680 1YD 17.01.20.../ DE000PE8ZHX3 /
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: |
|
- |