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BNP Paribas Call 95 SY1 21.06.202.../  DE000PE87VK7  /

Frankfurt Zert./BNP
2024-05-31  9:50:14 PM Chg.+0.050 Bid9:51:48 PM Ask9:51:48 PM Underlying Strike price Expiration date Option type
1.490EUR +3.47% 1.500
Bid Size: 2,000		 1.550
Ask Size: 1,936		 SYMRISE AG INH. O.N. 95.00 - 2024-06-21 Call
 

Master data

WKN: PE87VK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.05
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.44
Implied volatility: 0.56
Historic volatility: 0.21
Parity: 1.44
Time value: 0.12
Break-even: 110.50
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 3.33%
Delta: 0.87
Theta: -0.08
Omega: 6.17
Rho: 0.04
 

Quote data

Open: 1.450
High: 1.510
Low: 1.380
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.57%
1 Month  
+115.94%
3 Months  
+136.51%
YTD  
+49.00%
1 Year
  -8.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.130
1M High / 1M Low: 1.490 0.650
6M High / 6M Low: 1.800 0.510
High (YTD): 2024-03-25 1.800
Low (YTD): 2024-01-23 0.510
52W High: 2024-03-25 1.800
52W Low: 2024-01-23 0.510
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.949
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   0.993
Avg. volume 1Y:   0.000
Volatility 1M:   155.69%
Volatility 6M:   166.14%
Volatility 1Y:   141.46%
Volatility 3Y:   -