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BNP Paribas Call 24 PINS 20.12.20.../  DE000PE84GM1  /

Frankfurt Zert./BNP
04/10/2024  21:50:25 Chg.+0.050 Bid04/10/2024 Ask04/10/2024 Underlying Strike price Expiration date Option type
0.900EUR +5.88% 0.900
Bid Size: 28,000		 0.910
Ask Size: 28,000		 Pinterest Inc 24.00 - 20/12/2024 Call
 

Master data

WKN: PE84GM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.33
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.63
Implied volatility: 1.08
Historic volatility: 0.39
Parity: 0.63
Time value: 0.28
Break-even: 33.10
Moneyness: 1.26
Premium: 0.09
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.77
Theta: -0.03
Omega: 2.56
Rho: 0.03
 

Quote data

Open: 0.860
High: 0.910
Low: 0.850
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.43%
1 Month  
+26.76%
3 Months
  -51.61%
YTD
  -35.25%
1 Year  
+20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.800
1M High / 1M Low: 0.900 0.550
6M High / 6M Low: 2.060 0.550
High (YTD): 25/06/2024 2.060
Low (YTD): 13/09/2024 0.550
52W High: 25/06/2024 2.060
52W Low: 13/09/2024 0.550
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   1.269
Avg. volume 6M:   0.000
Avg. price 1Y:   1.230
Avg. volume 1Y:   0.000
Volatility 1M:   107.13%
Volatility 6M:   119.09%
Volatility 1Y:   111.89%
Volatility 3Y:   -