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

Frankfurt Zert./BNP
2024-07-12  12:50:37 PM Chg.-0.150 Bid1:09:25 PM Ask1:09:25 PM Underlying Strike price Expiration date Option type
3.780EUR -3.82% 3.770
Bid Size: 2,700		 3.850
Ask Size: 2,700		 Autodesk Inc 220.00 - 2024-12-20 Call
 

Master data

WKN: PE89Y6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Autodesk Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.84
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 0.88
Implied volatility: 0.56
Historic volatility: 0.25
Parity: 0.88
Time value: 3.04
Break-even: 259.20
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 0.77%
Delta: 0.63
Theta: -0.11
Omega: 3.68
Rho: 0.46
 

Quote data

Open: 3.860
High: 3.860
Low: 3.780
Previous Close: 3.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.79%
1 Month  
+62.23%
3 Months
  -3.82%
YTD
  -20.42%
1 Year  
+0.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.930 3.560
1M High / 1M Low: 3.930 2.330
6M High / 6M Low: 6.390 1.400
High (YTD): 2024-02-09 6.390
Low (YTD): 2024-05-31 1.400
52W High: 2024-02-09 6.390
52W Low: 2024-05-31 1.400
Avg. price 1W:   3.782
Avg. volume 1W:   0.000
Avg. price 1M:   3.556
Avg. volume 1M:   0.000
Avg. price 6M:   4.030
Avg. volume 6M:   0.000
Avg. price 1Y:   3.711
Avg. volume 1Y:   0.000
Volatility 1M:   148.56%
Volatility 6M:   131.96%
Volatility 1Y:   115.03%
Volatility 3Y:   -