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BNP Paribas Call 24 PINS 17.01.20.../  DE000PE84GX8  /

Frankfurt Zert./BNP
04/10/2024  21:50:33 Chg.+0.050 Bid21:59:53 Ask21:59:53 Underlying Strike price Expiration date Option type
0.920EUR +5.75% 0.920
Bid Size: 28,500		 0.930
Ask Size: 28,500		 Pinterest Inc 24.00 - 17/01/2025 Call
 

Master data

WKN: PE84GX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.63
Implied volatility: 0.96
Historic volatility: 0.39
Parity: 0.63
Time value: 0.30
Break-even: 33.30
Moneyness: 1.26
Premium: 0.10
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.77
Theta: -0.02
Omega: 2.50
Rho: 0.04
 

Quote data

Open: 0.880
High: 0.930
Low: 0.870
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+26.03%
3 Months
  -50.80%
YTD
  -34.75%
1 Year  
+19.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.820
1M High / 1M Low: 0.920 0.580
6M High / 6M Low: 2.070 0.580
High (YTD): 25/06/2024 2.070
Low (YTD): 16/09/2024 0.580
52W High: 25/06/2024 2.070
52W Low: 16/09/2024 0.580
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   1.249
Avg. volume 1Y:   0.000
Volatility 1M:   97.76%
Volatility 6M:   115.04%
Volatility 1Y:   107.48%
Volatility 3Y:   -