BNP Paribas Call 145 FI 20.12.2024
/ DE000PE80WL8
BNP Paribas Call 145 FI 20.12.202.../ DE000PE80WL8 /
| 2024-10-11 4:13:51 PM |
Chg.+0.25 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.32EUR |
+6.14% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
145.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PE80WL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.15 |
| Parity: |
4.15 |
| Time value: |
0.17 |
| Break-even: |
175.80 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
3.79 |
| Rho: |
0.23 |
Quote data
| Open: |
4.32 |
| High: |
4.32 |
| Low: |
4.32 |
| Previous Close: |
4.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.76% |
| 1 Month |
|
|
+57.66% |
| 3 Months |
|
|
+215.33% |
| YTD |
|
|
+374.73% |
| 1 Year |
|
|
+1007.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.32 |
3.81 |
| 1M High / 1M Low: |
4.32 |
2.74 |
| 6M High / 6M Low: |
4.32 |
1.14 |
| High (YTD): |
2024-10-11 |
4.32 |
| Low (YTD): |
2024-01-03 |
0.83 |
| 52W High: |
2024-10-11 |
4.32 |
| 52W Low: |
2023-10-23 |
0.34 |
| Avg. price 1W: |
|
4.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.74% |
| Volatility 6M: |
|
120.09% |
| Volatility 1Y: |
|
109.32% |
| Volatility 3Y: |
|
- |
