BNP Paribas Call 120 FI 17.01.2025
/ DE000PE80WS3
BNP Paribas Call 120 FI 17.01.202.../ DE000PE80WS3 /
| 8/2/2024 9:18:00 AM |
Chg.-0.32 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.15EUR |
-7.16% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
120.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PE80WS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/13/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
3.57 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
3.57 |
| Time value: |
0.36 |
| Break-even: |
149.28 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.35 |
| Rho: |
0.42 |
Quote data
| Open: |
4.15 |
| High: |
4.15 |
| Low: |
4.15 |
| Previous Close: |
4.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.51% |
| 1 Month |
|
|
+28.88% |
| 3 Months |
|
|
+21.35% |
| YTD |
|
|
+80.43% |
| 1 Year |
|
|
+93.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.54 |
4.09 |
| 1M High / 1M Low: |
4.54 |
3.13 |
| 6M High / 6M Low: |
4.54 |
2.86 |
| High (YTD): |
7/31/2024 |
4.54 |
| Low (YTD): |
1/3/2024 |
2.20 |
| 52W High: |
7/31/2024 |
4.54 |
| 52W Low: |
10/23/2023 |
1.11 |
| Avg. price 1W: |
|
4.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.39% |
| Volatility 6M: |
|
73.51% |
| Volatility 1Y: |
|
69.21% |
| Volatility 3Y: |
|
- |
