BNP Paribas Call 145 FI 17.01.2025
/ DE000PE80WX3
BNP Paribas Call 145 FI 17.01.202.../ DE000PE80WX3 /
2024-08-02 9:17:59 AM |
Chg.-0.27 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.11EUR |
-11.34% |
- Bid Size: - |
- Ask Size: - |
Fiserv |
145.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PE80WX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-13 |
Last trading day: |
2025-01-16 |
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: |
2.11 |
High: |
2.11 |
Low: |
2.11 |
Previous Close: |
2.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.83% |
1 Month |
|
|
+62.31% |
3 Months |
|
|
+29.45% |
YTD |
|
|
+126.88% |
1 Year |
|
|
+119.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.45 |
2.06 |
1M High / 1M Low: |
2.45 |
1.30 |
6M High / 6M Low: |
2.45 |
1.21 |
High (YTD): |
2024-07-31 |
2.45 |
Low (YTD): |
2024-01-03 |
0.86 |
52W High: |
2024-07-31 |
2.45 |
52W Low: |
2023-10-23 |
0.38 |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.26 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
139.89% |
Volatility 6M: |
|
120.55% |
Volatility 1Y: |
|
105.18% |
Volatility 3Y: |
|
- |