OverviewChartNewsTraderScreen

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

EUWAX
12/07/2024  09:24:42 Chg.-0.44 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
13.93EUR -3.06% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 11.60
Intrinsic value: 11.20
Implied volatility: 0.82
Historic volatility: 0.23
Parity: 11.20
Time value: 2.64
Break-even: 3,884.00
Moneyness: 1.45
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -1.67
Omega: 2.19
Rho: 7.25
 

Quote data

Open: 13.93
High: 13.93
Low: 13.93
Previous Close: 14.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.87%
1 Month  
+7.40%
3 Months  
+17.95%
YTD  
+22.73%
1 Year  
+126.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.39 13.70
1M High / 1M Low: 14.92 12.97
6M High / 6M Low: 14.92 9.69
High (YTD): 28/06/2024 14.92
Low (YTD): 19/04/2024 9.69
52W High: 28/06/2024 14.92
52W Low: 01/11/2023 6.01
Avg. price 1W:   14.13
Avg. volume 1W:   0.00
Avg. price 1M:   14.15
Avg. volume 1M:   0.00
Avg. price 6M:   11.97
Avg. volume 6M:   0.00
Avg. price 1Y:   10.23
Avg. volume 1Y:   0.00
Volatility 1M:   44.25%
Volatility 6M:   60.73%
Volatility 1Y:   66.34%
Volatility 3Y:   -