OverviewChartNewsTraderScreen

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

EUWAX
2024-06-06  12:07:46 PM Chg.+0.06 Bid1:02:03 PM Ask1:02:03 PM Underlying Strike price Expiration date Option type
1.91EUR +3.24% 1.93
Bid Size: 9,000		 1.97
Ask Size: 9,000		 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: 5.75
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.84
Implied volatility: 0.71
Historic volatility: 0.21
Parity: 1.84
Time value: 0.09
Break-even: 111.20
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 2.67%
Delta: 0.91
Theta: -0.09
Omega: 5.23
Rho: 0.03
 

Quote data

Open: 1.85
High: 1.98
Low: 1.85
Previous Close: 1.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.52%
1 Month  
+98.96%
3 Months  
+44.70%
YTD  
+59.17%
1 Year  
+9.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.87 1.69
1M High / 1M Low: 1.87 0.94
6M High / 6M Low: 2.09 0.66
High (YTD): 2024-03-25 2.09
Low (YTD): 2024-01-23 0.66
52W High: 2024-03-25 2.09
52W Low: 2024-01-23 0.66
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   1.19
Avg. volume 1Y:   0.00
Volatility 1M:   138.45%
Volatility 6M:   149.95%
Volatility 1Y:   130.04%
Volatility 3Y:   -