BNP Paribas Call 260 FDX 20.12.2024
/ DE000PE9AN25
BNP Paribas Call 260 FDX 20.12.20.../ DE000PE9AN25 /
| 11/8/2024 9:12:01 AM |
Chg.+0.16 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
+6.40% |
-
Bid Size: - |
-
Ask Size: - |
FEDEX CORP. D... |
260.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PE9AN2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.29 |
| Parity: |
0.71 |
| Time value: |
2.22 |
| Break-even: |
289.30 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.60 |
| Theta: |
-0.31 |
| Omega: |
5.45 |
| Rho: |
0.15 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.50% |
| 1 Month |
|
|
+69.43% |
| 3 Months |
|
|
-16.09% |
| YTD |
|
|
+3.91% |
| 1 Year |
|
|
-1.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
1.88 |
| 1M High / 1M Low: |
2.66 |
1.54 |
| 6M High / 6M Low: |
5.67 |
1.27 |
| High (YTD): |
7/17/2024 |
5.67 |
| Low (YTD): |
9/23/2024 |
1.27 |
| 52W High: |
7/17/2024 |
5.67 |
| 52W Low: |
9/23/2024 |
1.27 |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
155.64% |
| Volatility 6M: |
|
202.33% |
| Volatility 1Y: |
|
174.48% |
| Volatility 3Y: |
|
- |
