BNP Paribas Call 120 FI 20.12.2024
/ DE000PE80WF0
BNP Paribas Call 120 FI 20.12.202.../ DE000PE80WF0 /
| - - |
Chg.- |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| -EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PE80WF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
2.86 |
| Time value: |
0.41 |
| Break-even: |
143.50 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.40 |
Quote data
| Open: |
- |
| High: |
- |
| Low: |
- |
| Previous Close: |
- |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.51% |
| 1 Month |
|
|
-3.67% |
| 3 Months |
|
|
-22.98% |
| YTD |
|
|
+40.63% |
| 1 Year |
|
|
+45.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.93 |
| 1M High / 1M Low: |
3.38 |
2.93 |
| 6M High / 6M Low: |
4.24 |
2.35 |
| High (YTD): |
2024-03-28 |
4.24 |
| Low (YTD): |
2024-01-03 |
2.13 |
| 52W High: |
2024-03-28 |
4.24 |
| 52W Low: |
2023-10-23 |
1.05 |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.36% |
| Volatility 6M: |
|
69.23% |
| Volatility 1Y: |
|
69.75% |
| Volatility 3Y: |
|
- |
