BNP Paribas Call 150 DB1 20.12.2024
/ DE000PE8ZSY8
BNP Paribas Call 150 DB1 20.12.20.../ DE000PE8ZSY8 /
| 04/10/2024 09:22:49 |
Chg.-0.02 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.33EUR |
-0.31% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
150.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE8ZSY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.01 |
| Intrinsic value: |
5.91 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.15 |
| Parity: |
5.91 |
| Time value: |
0.53 |
| Break-even: |
214.40 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.63% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
2.88 |
| Rho: |
0.25 |
Quote data
| Open: |
6.33 |
| High: |
6.33 |
| Low: |
6.33 |
| Previous Close: |
6.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.28% |
| 1 Month |
|
|
+13.24% |
| 3 Months |
|
|
+43.86% |
| YTD |
|
|
+55.15% |
| 1 Year |
|
|
+164.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.35 |
6.13 |
| 1M High / 1M Low: |
6.35 |
5.47 |
| 6M High / 6M Low: |
6.35 |
3.23 |
| High (YTD): |
03/10/2024 |
6.35 |
| Low (YTD): |
29/05/2024 |
3.23 |
| 52W High: |
03/10/2024 |
6.35 |
| 52W Low: |
27/10/2023 |
1.91 |
| Avg. price 1W: |
|
6.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.23% |
| Volatility 6M: |
|
71.56% |
| Volatility 1Y: |
|
65.46% |
| Volatility 3Y: |
|
- |
