OverviewChartNewsTraderScreen

BNP Paribas Call 2500 PCE1 17.01..../  DE000PE8Y2G1  /

Frankfurt Zert./BNP
7/23/2024  9:50:31 PM Chg.+0.020 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
13.750EUR +0.15% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 1/17/2025 Call
 

Master data

WKN: PE8Y2G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 7/24/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.48
Leverage: Yes

Calculated values

Fair value: 9.56
Intrinsic value: 9.09
Implied volatility: 1.03
Historic volatility: 0.23
Parity: 9.09
Time value: 4.65
Break-even: 3,874.00
Moneyness: 1.36
Premium: 0.14
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -2.13
Omega: 1.97
Rho: 6.33
 

Quote data

Open: 13.590
High: 13.900
Low: 13.530
Previous Close: 13.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.90%
1 Month
  -5.50%
3 Months  
+27.43%
YTD  
+19.15%
1 Year  
+72.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.750 13.730
1M High / 1M Low: 15.650 13.680
6M High / 6M Low: 15.650 9.890
High (YTD): 7/16/2024 15.650
Low (YTD): 3/6/2024 9.890
52W High: 7/16/2024 15.650
52W Low: 11/2/2023 5.380
Avg. price 1W:   13.740
Avg. volume 1W:   0.000
Avg. price 1M:   14.264
Avg. volume 1M:   0.000
Avg. price 6M:   12.368
Avg. volume 6M:   0.000
Avg. price 1Y:   10.665
Avg. volume 1Y:   0.000
Volatility 1M:   57.07%
Volatility 6M:   64.53%
Volatility 1Y:   69.72%
Volatility 3Y:   -