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BNP Paribas Call 145 FI 17.01.202.../  DE000PE80WX3  /

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.-0.220 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
1.960EUR -10.09% 1.960
Bid Size: 9,500		 1.970
Ask Size: 9,500		 Fiserv 145.00 USD 1/17/2025 Call
 

Master data

WKN: PE80WX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 145.00 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: 7.39
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.28
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 1.28
Time value: 0.69
Break-even: 152.59
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.74
Theta: -0.04
Omega: 5.50
Rho: 0.41
 

Quote data

Open: 2.010
High: 2.110
Low: 1.860
Previous Close: 2.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+50.77%
3 Months  
+23.27%
YTD  
+110.75%
1 Year  
+104.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 1.960
1M High / 1M Low: 2.330 1.290
6M High / 6M Low: 2.390 1.250
High (YTD): 3/28/2024 2.390
Low (YTD): 1/3/2024 0.850
52W High: 3/28/2024 2.390
52W Low: 10/23/2023 0.380
Avg. price 1W:   2.222
Avg. volume 1W:   0.000
Avg. price 1M:   1.829
Avg. volume 1M:   0.000
Avg. price 6M:   1.731
Avg. volume 6M:   12.094
Avg. price 1Y:   1.260
Avg. volume 1Y:   6.024
Volatility 1M:   131.73%
Volatility 6M:   104.17%
Volatility 1Y:   98.26%
Volatility 3Y:   -