OverviewChartNewsTraderScreen

BNP Paribas Call 30 PINS 17.01.20.../  DE000PE84G18  /

Frankfurt Zert./BNP
25/07/2024  21:20:40 Chg.-0.070 Bid21:25:02 Ask21:25:02 Underlying Strike price Expiration date Option type
0.940EUR -6.93% 0.950
Bid Size: 54,000		 0.960
Ask Size: 54,000		 Pinterest Inc 30.00 - 17/01/2025 Call
 

Master data

WKN: PE84G1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.58
Implied volatility: 0.74
Historic volatility: 0.38
Parity: 0.58
Time value: 0.44
Break-even: 40.20
Moneyness: 1.19
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.74
Theta: -0.02
Omega: 2.59
Rho: 0.08
 

Quote data

Open: 1.000
High: 1.010
Low: 0.930
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.66%
1 Month
  -39.74%
3 Months  
+40.30%
YTD
  -9.62%
1 Year  
+70.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 1.010
1M High / 1M Low: 1.560 1.010
6M High / 6M Low: 1.560 0.670
High (YTD): 25/06/2024 1.560
Low (YTD): 25/04/2024 0.670
52W High: 25/06/2024 1.560
52W Low: 26/10/2023 0.380
Avg. price 1W:   1.144
Avg. volume 1W:   0.000
Avg. price 1M:   1.301
Avg. volume 1M:   0.000
Avg. price 6M:   1.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.885
Avg. volume 1Y:   0.000
Volatility 1M:   61.72%
Volatility 6M:   121.75%
Volatility 1Y:   120.64%
Volatility 3Y:   -