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BNP Paribas Call 160 VEE 17.01.20.../  DE000PE9CZF9  /

EUWAX
2025-01-15  9:24:31 AM Chg.-0.25 Bid10:51:46 AM Ask10:51:46 AM Underlying Strike price Expiration date Option type
4.95EUR -4.81% 4.92
Bid Size: 3,400		 -
Ask Size: -		 VEEVA SYSTEMS A DL-,... 160.00 - 2025-01-17 Call
 

Master data

WKN: PE9CZF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 4.46
Implied volatility: 4.35
Historic volatility: 0.29
Parity: 4.46
Time value: 0.74
Break-even: 212.00
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.27
Spread %: 5.48%
Delta: 0.82
Theta: -4.29
Omega: 3.24
Rho: 0.01
 

Quote data

Open: 4.95
High: 4.95
Low: 4.95
Previous Close: 5.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month
  -29.59%
3 Months  
+0.41%
YTD
  -4.26%
1 Year
  -18.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.57 5.06
1M High / 1M Low: 6.53 5.04
6M High / 6M Low: 8.66 2.97
High (YTD): 2025-01-10 5.57
Low (YTD): 2025-01-03 5.04
52W High: 2024-12-09 8.66
52W Low: 2024-06-04 2.56
Avg. price 1W:   5.37
Avg. volume 1W:   0.00
Avg. price 1M:   5.59
Avg. volume 1M:   0.00
Avg. price 6M:   5.17
Avg. volume 6M:   0.00
Avg. price 1Y:   5.35
Avg. volume 1Y:   0.00
Volatility 1M:   82.96%
Volatility 6M:   112.38%
Volatility 1Y:   102.63%
Volatility 3Y:   -