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BNP Paribas Call 3200 PCE1 17.01..../  DE000PE8Y2L1  /

EUWAX
2024-11-08  9:44:59 AM Chg.-0.76 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
16.37EUR -4.44% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 3,200.00 - 2025-01-17 Call
 

Master data

WKN: PE8Y2L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,200.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.78
Leverage: Yes

Calculated values

Fair value: 14.31
Intrinsic value: 14.12
Implied volatility: 1.10
Historic volatility: 0.23
Parity: 14.12
Time value: 2.45
Break-even: 4,857.00
Moneyness: 1.44
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -4.00
Omega: 2.35
Rho: 4.24
 

Quote data

Open: 16.37
High: 16.37
Low: 16.37
Previous Close: 17.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.49%
1 Month  
+65.19%
3 Months  
+310.28%
YTD  
+140.38%
1 Year  
+297.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.15 14.55
1M High / 1M Low: 17.15 10.44
6M High / 6M Low: 17.15 3.30
High (YTD): 2024-11-06 17.15
Low (YTD): 2024-08-05 3.30
52W High: 2024-11-06 17.15
52W Low: 2024-08-05 3.30
Avg. price 1W:   16.01
Avg. volume 1W:   0.00
Avg. price 1M:   12.46
Avg. volume 1M:   0.00
Avg. price 6M:   8.24
Avg. volume 6M:   0.00
Avg. price 1Y:   7.18
Avg. volume 1Y:   0.00
Volatility 1M:   103.13%
Volatility 6M:   118.41%
Volatility 1Y:   103.55%
Volatility 3Y:   -