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

EUWAX
2024-07-23  9:14:36 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
14.33EUR - -
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: 14.33
High: 14.33
Low: 14.33
Previous Close: 15.09
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month
  -9.36%
3 Months  
+27.15%
YTD  
+18.43%
1 Year  
+70.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.09 14.33
1M High / 1M Low: 16.15 14.33
6M High / 6M Low: 16.15 10.50
High (YTD): 2024-07-16 16.15
Low (YTD): 2024-04-19 10.50
52W High: 2024-07-16 16.15
52W Low: 2023-11-01 6.61
Avg. price 1W:   14.71
Avg. volume 1W:   0.00
Avg. price 1M:   15.10
Avg. volume 1M:   0.00
Avg. price 6M:   13.04
Avg. volume 6M:   0.00
Avg. price 1Y:   11.27
Avg. volume 1Y:   0.00
Volatility 1M:   56.69%
Volatility 6M:   58.11%
Volatility 1Y:   62.70%
Volatility 3Y:   -