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BNP Paribas Call 98 SY1 21.06.202.../  DE000PE87VL5  /

Frankfurt Zert./BNP
2024-06-06  2:20:37 PM Chg.+0.020 Bid2:25:26 PM Ask2:25:26 PM Underlying Strike price Expiration date Option type
1.280EUR +1.59% 1.250
Bid Size: 9,000		 1.290
Ask Size: 9,000		 SYMRISE AG INH. O.N. 98.00 - 2024-06-21 Call
 

Master data

WKN: PE87VL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 98.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.24
Implied volatility: 0.52
Historic volatility: 0.21
Parity: 1.24
Time value: 0.09
Break-even: 111.20
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 3.94%
Delta: 0.88
Theta: -0.09
Omega: 7.38
Rho: 0.03
 

Quote data

Open: 1.250
High: 1.380
Low: 1.230
Previous Close: 1.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.30%
1 Month  
+150.98%
3 Months  
+54.22%
YTD  
+58.02%
1 Year
  -7.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.090
1M High / 1M Low: 1.300 0.430
6M High / 6M Low: 1.520 0.390
High (YTD): 2024-03-25 1.520
Low (YTD): 2024-01-23 0.390
52W High: 2024-03-25 1.520
52W Low: 2024-01-23 0.390
Avg. price 1W:   1.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   0.798
Avg. volume 6M:   0.000
Avg. price 1Y:   0.814
Avg. volume 1Y:   0.000
Volatility 1M:   200.20%
Volatility 6M:   191.72%
Volatility 1Y:   158.93%
Volatility 3Y:   -