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BNP Paribas Call 120 PAYX 20.12.2.../  DE000PE89L81  /

Frankfurt Zert./BNP
13/11/2024  09:50:43 Chg.-0.060 Bid10:11:49 Ask- Underlying Strike price Expiration date Option type
2.690EUR -2.18% 2.690
Bid Size: 2,100		 -
Ask Size: -		 Paychex Inc 120.00 - 20/12/2024 Call
 

Master data

WKN: PE89L8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Paychex Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.94
Implied volatility: 0.96
Historic volatility: 0.18
Parity: 1.94
Time value: 0.82
Break-even: 147.60
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.76
Spread abs.: 0.05
Spread %: 1.85%
Delta: 0.74
Theta: -0.19
Omega: 3.75
Rho: 0.08
 

Quote data

Open: 2.660
High: 2.690
Low: 2.660
Previous Close: 2.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.74%
1 Month  
+46.99%
3 Months  
+158.65%
YTD  
+142.34%
1 Year  
+158.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.770 2.550
1M High / 1M Low: 2.770 1.810
6M High / 6M Low: 2.770 0.510
High (YTD): 11/11/2024 2.770
Low (YTD): 08/07/2024 0.510
52W High: 11/11/2024 2.770
52W Low: 08/07/2024 0.510
Avg. price 1W:   2.706
Avg. volume 1W:   0.000
Avg. price 1M:   2.164
Avg. volume 1M:   0.000
Avg. price 6M:   1.307
Avg. volume 6M:   0.000
Avg. price 1Y:   1.241
Avg. volume 1Y:   0.000
Volatility 1M:   172.43%
Volatility 6M:   152.55%
Volatility 1Y:   127.88%
Volatility 3Y:   -