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BNP Paribas Call 200 VEE 17.01.20.../  DE000PE9CZH5  /

Frankfurt Zert./BNP
12/20/2024  9:55:11 PM Chg.+0.390 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
2.520EUR +18.31% 2.510
Bid Size: 3,700		 2.540
Ask Size: 3,700		 VEEVA SYSTEMS A DL-,... 200.00 - 1/17/2025 Call
 

Master data

WKN: PE9CZH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 1/17/2025
Issue date: 2/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.46
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.49
Implied volatility: 0.74
Historic volatility: 0.29
Parity: 1.49
Time value: 1.05
Break-even: 225.40
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.90
Spread abs.: 0.03
Spread %: 1.20%
Delta: 0.68
Theta: -0.30
Omega: 5.76
Rho: 0.09
 

Quote data

Open: 2.180
High: 2.680
Low: 1.960
Previous Close: 2.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.40%
1 Month  
+14.03%
3 Months  
+10.53%
YTD
  -13.10%
1 Year
  -9.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.740 2.130
1M High / 1M Low: 4.990 2.130
6M High / 6M Low: 4.990 1.130
High (YTD): 3/13/2024 5.270
Low (YTD): 6/3/2024 0.970
52W High: 3/13/2024 5.270
52W Low: 6/3/2024 0.970
Avg. price 1W:   2.462
Avg. volume 1W:   0.000
Avg. price 1M:   3.137
Avg. volume 1M:   0.000
Avg. price 6M:   2.153
Avg. volume 6M:   0.000
Avg. price 1Y:   2.742
Avg. volume 1Y:   0.000
Volatility 1M:   294.82%
Volatility 6M:   190.37%
Volatility 1Y:   160.04%
Volatility 3Y:   -