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BNP Paribas Call 92 SY1 21.06.202.../  DE000PE87VJ9  /

Frankfurt Zert./BNP
2024-06-05  9:20:17 PM Chg.-0.030 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
1.860EUR -1.59% 1.860
Bid Size: 1,800		 1.910
Ask Size: 1,800		 SYMRISE AG INH. O.N. 92.00 - 2024-06-21 Call
 

Master data

WKN: PE87VJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.71
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.87
Implied volatility: 0.66
Historic volatility: 0.21
Parity: 1.87
Time value: 0.07
Break-even: 111.40
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 2.65%
Delta: 0.92
Theta: -0.08
Omega: 5.27
Rho: 0.04
 

Quote data

Open: 1.890
High: 2.020
Low: 1.840
Previous Close: 1.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.25%
1 Month  
+93.75%
3 Months  
+126.83%
YTD  
+55.00%
1 Year  
+12.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.600
1M High / 1M Low: 1.890 0.920
6M High / 6M Low: 2.080 0.660
High (YTD): 2024-03-25 2.080
Low (YTD): 2024-01-23 0.660
52W High: 2024-03-25 2.080
52W Low: 2024-01-23 0.660
Avg. price 1W:   1.740
Avg. volume 1W:   0.000
Avg. price 1M:   1.305
Avg. volume 1M:   0.000
Avg. price 6M:   1.238
Avg. volume 6M:   0.000
Avg. price 1Y:   1.188
Avg. volume 1Y:   0.000
Volatility 1M:   130.27%
Volatility 6M:   146.41%
Volatility 1Y:   127.39%
Volatility 3Y:   -