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BNP Paribas Call 2500 PCE1 20.12..../  DE000PE8Y175  /

EUWAX
2024-06-27  9:24:05 AM Chg.-0.09 Bid11:35:41 AM Ask11:35:41 AM Underlying Strike price Expiration date Option type
14.58EUR -0.61% 14.58
Bid Size: 3,000		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 2024-12-20 Call
 

Master data

WKN: PE8Y17
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 12.73
Intrinsic value: 12.29
Implied volatility: 0.77
Historic volatility: 0.24
Parity: 12.29
Time value: 2.38
Break-even: 3,967.00
Moneyness: 1.49
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 0.34%
Delta: 0.85
Theta: -1.47
Omega: 2.17
Rho: 8.27
 

Quote data

Open: 14.58
High: 14.58
Low: 14.58
Previous Close: 14.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.21%
1 Month  
+14.08%
3 Months  
+21.50%
YTD  
+28.46%
1 Year  
+154.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.68 14.50
1M High / 1M Low: 14.68 12.03
6M High / 6M Low: 14.68 9.69
High (YTD): 2024-06-24 14.68
Low (YTD): 2024-04-19 9.69
52W High: 2024-06-24 14.68
52W Low: 2023-07-06 5.32
Avg. price 1W:   14.62
Avg. volume 1W:   0.00
Avg. price 1M:   13.38
Avg. volume 1M:   0.00
Avg. price 6M:   11.69
Avg. volume 6M:   0.00
Avg. price 1Y:   9.87
Avg. volume 1Y:   0.00
Volatility 1M:   39.21%
Volatility 6M:   60.41%
Volatility 1Y:   66.78%
Volatility 3Y:   -