BNP Paribas Call 2500 PCE1 20.12.2024
/ DE000PE8Y175
BNP Paribas Call 2500 PCE1 20.12..../ DE000PE8Y175 /
| 7/23/2024 9:14:36 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.45EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BOOKING HLDGS DL... |
2,500.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/10/2023 |
| Last trading day: |
7/24/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.93 |
| Intrinsic value: |
6.54 |
| Implied volatility: |
1.51 |
| Historic volatility: |
0.23 |
| Parity: |
6.54 |
| Time value: |
7.09 |
| Break-even: |
3,863.00 |
| Moneyness: |
1.26 |
| Premium: |
0.22 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
0.15% |
| Delta: |
0.77 |
| Theta: |
-3.44 |
| Omega: |
1.77 |
| Rho: |
3.81 |
Quote data
| Open: |
13.45 |
| High: |
13.45 |
| Low: |
13.45 |
| Previous Close: |
14.21 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.53% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
+18.50% |
| 1 Year |
|
|
+43.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
15.26 |
13.45 |
| 6M High / 6M Low: |
15.26 |
9.69 |
| High (YTD): |
7/16/2024 |
15.26 |
| Low (YTD): |
4/19/2024 |
9.69 |
| 52W High: |
7/16/2024 |
15.26 |
| 52W Low: |
11/1/2023 |
6.01 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
14.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
10.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.42% |
| Volatility 6M: |
|
63.21% |
| Volatility 1Y: |
|
59.06% |
| Volatility 3Y: |
|
- |
