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BNP Paribas Call 210 ALV 20.12.20.../  DE000PE934C4  /

Frankfurt Zert./BNP
2024-11-15  9:50:17 PM Chg.0.000 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
2.960EUR 0.00% 2.960
Bid Size: 15,000		 3.000
Ask Size: 15,000		 ALLIANZ SE NA O.N. 210.00 - 2024-12-20 Call
 

Master data

WKN: PE934C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-12-20
Issue date: 2023-03-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 7.85
Intrinsic value: 7.79
Implied volatility: -
Historic volatility: 0.15
Parity: 7.79
Time value: -4.79
Break-even: 240.00
Moneyness: 1.37
Premium: -0.17
Premium p.a.: -0.86
Spread abs.: 0.04
Spread %: 1.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.960
High: 2.980
Low: 2.960
Previous Close: 2.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+4.96%
YTD  
+45.10%
1 Year  
+70.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.960 2.960
1M High / 1M Low: 2.960 2.920
6M High / 6M Low: 2.960 2.420
High (YTD): 2024-11-15 2.960
Low (YTD): 2024-01-11 2.030
52W High: 2024-11-15 2.960
52W Low: 2023-11-20 1.750
Avg. price 1W:   2.960
Avg. volume 1W:   0.000
Avg. price 1M:   2.957
Avg. volume 1M:   0.000
Avg. price 6M:   2.813
Avg. volume 6M:   0.000
Avg. price 1Y:   2.549
Avg. volume 1Y:   0.000
Volatility 1M:   6.27%
Volatility 6M:   17.27%
Volatility 1Y:   25.13%
Volatility 3Y:   -