BNP Paribas Call 115 FI 20.12.2024
/ DE000PE80WE3
BNP Paribas Call 115 FI 20.12.202.../ DE000PE80WE3 /
8/2/2024 9:18:00 AM |
Chg.-0.33 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.53EUR |
-6.79% |
- Bid Size: - |
- Ask Size: - |
Fiserv |
115.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PE80WE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/13/2023 |
Last trading day: |
12/19/2024 |
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): |
7/31/2024 |
4.92 |
Low (YTD): |
1/3/2024 |
2.45 |
52W High: |
7/31/2024 |
4.92 |
52W Low: |
10/23/2023 |
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: |
|
- |