BNP Paribas Call 160 AEC1 17.01.2025
/ DE000PE89WG9
BNP Paribas Call 160 AEC1 17.01.2.../ DE000PE89WG9 /
| 23/07/2024 21:50:41 |
Chg.+0.270 |
Bid21:59:23 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.490EUR |
+3.28% |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
160.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PE89WG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.20 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.20 |
| Parity: |
4.94 |
| Time value: |
3.47 |
| Break-even: |
244.10 |
| Moneyness: |
1.31 |
| Premium: |
0.17 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.16 |
| Omega: |
1.93 |
| Rho: |
0.35 |
Quote data
| Open: |
8.140 |
| High: |
8.570 |
| Low: |
8.130 |
| Previous Close: |
8.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.35% |
| 3 Months |
|
|
+10.12% |
| YTD |
|
|
+124.01% |
| 1 Year |
|
|
+219.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.640 |
7.360 |
| 6M High / 6M Low: |
8.640 |
5.480 |
| High (YTD): |
16/07/2024 |
8.640 |
| Low (YTD): |
18/01/2024 |
3.210 |
| 52W High: |
16/07/2024 |
8.640 |
| 52W Low: |
27/10/2023 |
1.260 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.011 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.681 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
57.46% |
| Volatility 6M: |
|
52.55% |
| Volatility 1Y: |
|
71.70% |
| Volatility 3Y: |
|
- |
