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BNP Paribas Call 25 PINS 20.12.20.../  DE000PE84GN9  /

Frankfurt Zert./BNP
7/12/2024  4:35:36 PM Chg.-0.090 Bid4:47:19 PM Ask- Underlying Strike price Expiration date Option type
1.580EUR -5.39% 1.590
Bid Size: 43,000		 -
Ask Size: -		 Pinterest Inc 25.00 - 12/20/2024 Call
 

Master data

WKN: PE84GN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.37
Implied volatility: 1.02
Historic volatility: 0.38
Parity: 1.37
Time value: 0.35
Break-even: 42.20
Moneyness: 1.55
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 3.61%
Delta: 0.84
Theta: -0.02
Omega: 1.90
Rho: 0.07
 

Quote data

Open: 1.650
High: 1.660
Low: 1.530
Previous Close: 1.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.24%
1 Month
  -14.13%
3 Months  
+56.44%
YTD  
+19.70%
1 Year  
+92.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.800 1.670
1M High / 1M Low: 1.970 1.670
6M High / 6M Low: 1.970 0.930
High (YTD): 6/25/2024 1.970
Low (YTD): 4/25/2024 0.930
52W High: 6/25/2024 1.970
52W Low: 10/26/2023 0.530
Avg. price 1W:   1.750
Avg. volume 1W:   0.000
Avg. price 1M:   1.821
Avg. volume 1M:   0.000
Avg. price 6M:   1.405
Avg. volume 6M:   0.000
Avg. price 1Y:   1.137
Avg. volume 1Y:   0.000
Volatility 1M:   50.20%
Volatility 6M:   103.19%
Volatility 1Y:   106.21%
Volatility 3Y:   -