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

Frankfurt Zert./BNP
2024-05-31  9:50:14 PM Chg.+0.050 Bid9:51:49 PM Ask9:51:49 PM Underlying Strike price Expiration date Option type
1.790EUR +2.87% 1.800
Bid Size: 1,800		 1.850
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: 6.14
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.73
Implied volatility: 0.47
Historic volatility: 0.21
Parity: 1.73
Time value: 0.05
Break-even: 109.80
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.71%
Delta: 0.95
Theta: -0.04
Omega: 5.80
Rho: 0.05
 

Quote data

Open: 1.740
High: 1.810
Low: 1.680
Previous Close: 1.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.59%
1 Month  
+92.47%
3 Months  
+148.61%
YTD  
+49.17%
1 Year  
+2.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.740 1.350
1M High / 1M Low: 1.740 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:   1.528
Avg. volume 1W:   0.000
Avg. price 1M:   1.190
Avg. volume 1M:   0.000
Avg. price 6M:   1.234
Avg. volume 6M:   0.000
Avg. price 1Y:   1.188
Avg. volume 1Y:   0.000
Volatility 1M:   119.87%
Volatility 6M:   145.29%
Volatility 1Y:   127.05%
Volatility 3Y:   -