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BNP Paribas Call 220 ADSK 20.12.2.../  DE000PE89Y60  /

Frankfurt Zert./BNP
10/15/2024  9:50:25 PM Chg.+0.040 Bid9:58:54 PM Ask- Underlying Strike price Expiration date Option type
6.380EUR +0.63% 6.400
Bid Size: 1,900		 -
Ask Size: -		 Autodesk Inc 220.00 - 12/20/2024 Call
 

Master data

WKN: PE89Y6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Autodesk Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 4.33
Intrinsic value: 4.15
Implied volatility: 0.83
Historic volatility: 0.25
Parity: 4.15
Time value: 1.76
Break-even: 279.10
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.43
Spread abs.: -0.37
Spread %: -5.89%
Delta: 0.75
Theta: -0.23
Omega: 3.33
Rho: 0.25
 

Quote data

Open: 6.290
High: 6.490
Low: 6.220
Previous Close: 6.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month  
+41.15%
3 Months  
+52.63%
YTD  
+34.32%
1 Year  
+93.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.340 5.430
1M High / 1M Low: 6.340 4.490
6M High / 6M Low: 6.340 1.400
High (YTD): 2/9/2024 6.390
Low (YTD): 5/31/2024 1.400
52W High: 2/9/2024 6.390
52W Low: 5/31/2024 1.400
Avg. price 1W:   5.784
Avg. volume 1W:   0.000
Avg. price 1M:   5.065
Avg. volume 1M:   0.000
Avg. price 6M:   3.451
Avg. volume 6M:   0.000
Avg. price 1Y:   3.895
Avg. volume 1Y:   0.000
Volatility 1M:   96.37%
Volatility 6M:   139.36%
Volatility 1Y:   120.90%
Volatility 3Y:   -