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

EUWAX
2024-06-06  4:07:53 PM Chg.-0.04 Bid4:28:40 PM Ask4:28:40 PM Underlying Strike price Expiration date Option type
1.22EUR -3.17% 1.21
Bid Size: 9,000		 1.25
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: 1.25
High: 1.38
Low: 1.22
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.27%
1 Month  
+148.98%
3 Months  
+41.86%
YTD  
+50.62%
1 Year
  -11.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.10
1M High / 1M Low: 1.27 0.45
6M High / 6M Low: 1.53 0.39
High (YTD): 2024-03-25 1.53
Low (YTD): 2024-01-23 0.39
52W High: 2024-03-25 1.53
52W Low: 2024-01-23 0.39
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   0.76
Avg. volume 1M:   0.00
Avg. price 6M:   0.80
Avg. volume 6M:   14.11
Avg. price 1Y:   0.81
Avg. volume 1Y:   13.73
Volatility 1M:   220.46%
Volatility 6M:   197.30%
Volatility 1Y:   162.99%
Volatility 3Y:   -