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BNP Paribas Call 160 JNJ 20.12.20.../  DE000PE9AZH9  /

Frankfurt Zert./BNP
18/10/2024  21:50:31 Chg.+0.010 Bid21:53:37 Ask- Underlying Strike price Expiration date Option type
0.680EUR +1.49% 0.700
Bid Size: 16,000		 -
Ask Size: -		 JOHNSON + JOHNSON ... 160.00 - 20/12/2024 Call
 

Master data

WKN: PE9AZH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.70
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.14
Parity: -0.81
Time value: 0.70
Break-even: 167.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.74
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.42
Theta: -0.08
Omega: 9.14
Rho: 0.10
 

Quote data

Open: 0.660
High: 0.700
Low: 0.620
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.64%
1 Month
  -15.00%
3 Months  
+47.83%
YTD
  -34.62%
1 Year
  -41.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.560
1M High / 1M Low: 0.800 0.500
6M High / 6M Low: 1.100 0.200
High (YTD): 15/01/2024 1.320
Low (YTD): 08/07/2024 0.200
52W High: 04/12/2023 1.330
52W Low: 08/07/2024 0.200
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.615
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   115.23%
Volatility 6M:   218.37%
Volatility 1Y:   174.27%
Volatility 3Y:   -