BNP Paribas Call 115 FI 20.12.2024
/ DE000PE80WE3
BNP Paribas Call 115 FI 20.12.202.../ DE000PE80WE3 /
| 02/08/2024 09:18:00 |
Chg.-0.33 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.53EUR |
-6.79% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
115.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PE80WE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
4.03 |
| Time value: |
0.26 |
| Break-even: |
148.30 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
3.16 |
| Rho: |
0.35 |
Quote data
| Open: |
4.53 |
| High: |
4.53 |
| Low: |
4.53 |
| Previous Close: |
4.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.09% |
| 1 Month |
|
|
+30.17% |
| 3 Months |
|
|
+20.48% |
| YTD |
|
|
+75.58% |
| 1 Year |
|
|
+96.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.92 |
4.47 |
| 1M High / 1M Low: |
4.92 |
3.48 |
| 6M High / 6M Low: |
4.92 |
3.17 |
| High (YTD): |
31/07/2024 |
4.92 |
| Low (YTD): |
03/01/2024 |
2.45 |
| 52W High: |
31/07/2024 |
4.92 |
| 52W Low: |
23/10/2023 |
1.27 |
| Avg. price 1W: |
|
4.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.02% |
| Volatility 6M: |
|
68.38% |
| Volatility 1Y: |
|
65.45% |
| Volatility 3Y: |
|
- |
