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BNP Paribas Call 125 ERT 20.12.20.../  DE000PE8ZVC8  /

Frankfurt Zert./BNP
07/11/2024  17:50:40 Chg.+0.020 Bid18:04:26 Ask- Underlying Strike price Expiration date Option type
3.140EUR +0.64% 3.140
Bid Size: 13,000		 -
Ask Size: -		 EL. ARTS INC. D... 125.00 - 20/12/2024 Call
 

Master data

WKN: PE8ZVC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 2.22
Implied volatility: 0.95
Historic volatility: 0.16
Parity: 2.22
Time value: 0.90
Break-even: 156.20
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.66
Spread abs.: -0.01
Spread %: -0.32%
Delta: 0.75
Theta: -0.18
Omega: 3.54
Rho: 0.09
 

Quote data

Open: 3.130
High: 3.240
Low: 3.070
Previous Close: 3.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.60%
1 Month  
+71.58%
3 Months  
+38.33%
YTD  
+47.42%
1 Year  
+63.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.120 2.500
1M High / 1M Low: 3.120 1.750
6M High / 6M Low: 3.120 1.110
High (YTD): 06/11/2024 3.120
Low (YTD): 08/05/2024 1.110
52W High: 06/11/2024 3.120
52W Low: 08/05/2024 1.110
Avg. price 1W:   2.714
Avg. volume 1W:   0.000
Avg. price 1M:   2.145
Avg. volume 1M:   0.000
Avg. price 6M:   1.988
Avg. volume 6M:   0.000
Avg. price 1Y:   2.004
Avg. volume 1Y:   0.000
Volatility 1M:   89.71%
Volatility 6M:   109.50%
Volatility 1Y:   89.72%
Volatility 3Y:   -