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BNP Paribas Call 2400 PCE1 17.01..../  DE000PE8Y2F3  /

EUWAX
2024-07-23  9:14:36 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
14.44EUR - -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,400.00 - 2025-01-17 Call
 

Master data

WKN: PE8Y2F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,400.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2024-07-24
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 10.52
Intrinsic value: 10.09
Implied volatility: 1.09
Historic volatility: 0.23
Parity: 10.09
Time value: 4.53
Break-even: 3,862.00
Moneyness: 1.42
Premium: 0.13
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.81
Theta: -2.14
Omega: 1.88
Rho: 6.14
 

Quote data

Open: 14.44
High: 14.44
Low: 14.44
Previous Close: 15.19
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -1.77%
1 Month
  -9.24%
3 Months  
+26.56%
YTD  
+18.07%
1 Year  
+69.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.19 14.44
1M High / 1M Low: 16.26 14.44
6M High / 6M Low: 16.26 10.64
High (YTD): 2024-07-16 16.26
Low (YTD): 2024-04-19 10.64
52W High: 2024-07-16 16.26
52W Low: 2023-11-01 6.76
Avg. price 1W:   14.81
Avg. volume 1W:   0.00
Avg. price 1M:   15.20
Avg. volume 1M:   0.00
Avg. price 6M:   13.16
Avg. volume 6M:   0.00
Avg. price 1Y:   11.40
Avg. volume 1Y:   .28
Volatility 1M:   56.17%
Volatility 6M:   57.48%
Volatility 1Y:   61.77%
Volatility 3Y:   -