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BNP Paribas Call 2400 PCE1 20.12..../  DE000PE8Y167  /

Frankfurt Zert./BNP
2024-07-23  9:50:39 PM Chg.+0.020 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
14.520EUR +0.14% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,400.00 - 2024-12-20 Call
 

Master data

WKN: PE8Y16
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,400.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-07-24
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.35
Leverage: Yes

Calculated values

Fair value: 10.45
Intrinsic value: 10.09
Implied volatility: 1.17
Historic volatility: 0.23
Parity: 10.09
Time value: 4.42
Break-even: 3,851.00
Moneyness: 1.42
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -2.51
Omega: 1.89
Rho: 5.19
 

Quote data

Open: 14.350
High: 14.690
Low: 14.300
Previous Close: 14.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.81%
1 Month
  -5.10%
3 Months  
+26.70%
YTD  
+19.51%
1 Year  
+72.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.520 14.500
1M High / 1M Low: 16.420 14.450
6M High / 6M Low: 16.420 10.530
High (YTD): 2024-07-16 16.420
Low (YTD): 2024-03-06 10.530
52W High: 2024-07-16 16.420
52W Low: 2023-11-02 5.800
Avg. price 1W:   14.510
Avg. volume 1W:   0.000
Avg. price 1M:   15.032
Avg. volume 1M:   0.000
Avg. price 6M:   13.069
Avg. volume 6M:   0.000
Avg. price 1Y:   11.279
Avg. volume 1Y:   0.000
Volatility 1M:   53.96%
Volatility 6M:   61.97%
Volatility 1Y:   67.38%
Volatility 3Y:   -