BNP Paribas Call 110 FI 17.01.2025
/ DE000PE80WQ7
BNP Paribas Call 110 FI 17.01.202.../ DE000PE80WQ7 /
| 2024-08-02 9:18:00 AM |
Chg.-0.33 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.02EUR |
-6.17% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
110.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PE80WQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.48 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
4.48 |
| Time value: |
0.29 |
| Break-even: |
148.52 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.86 |
| Rho: |
0.41 |
Quote data
| Open: |
5.02 |
| High: |
5.02 |
| Low: |
5.02 |
| Previous Close: |
5.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.36% |
| 1 Month |
|
|
+23.34% |
| 3 Months |
|
|
+18.40% |
| YTD |
|
|
+68.46% |
| 1 Year |
|
|
+83.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.41 |
4.96 |
| 1M High / 1M Low: |
5.41 |
3.96 |
| 6M High / 6M Low: |
5.41 |
3.61 |
| High (YTD): |
2024-07-31 |
5.41 |
| Low (YTD): |
2024-01-03 |
2.86 |
| 52W High: |
2024-07-31 |
5.41 |
| 52W Low: |
2023-10-23 |
1.57 |
| Avg. price 1W: |
|
5.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.62% |
| Volatility 6M: |
|
61.25% |
| Volatility 1Y: |
|
58.82% |
| Volatility 3Y: |
|
- |
