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BNP Paribas Call 3600 PCE1 17.01..../  DE000PE8Y2P2  /

Frankfurt Zert./BNP
2024-07-26  9:50:26 PM Chg.+0.050 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
3.670EUR +1.38% 3.670
Bid Size: 5,000		 3.690
Ask Size: 5,000		 BOOKING HLDGS DL... 3,600.00 - 2025-01-17 Call
 

Master data

WKN: PE8Y2P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.24
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -1.91
Time value: 3.69
Break-even: 3,969.00
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.51
Theta: -1.36
Omega: 4.75
Rho: 6.60
 

Quote data

Open: 3.590
High: 3.760
Low: 3.580
Previous Close: 3.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.46%
1 Month
  -36.94%
3 Months  
+3.38%
YTD
  -22.41%
1 Year  
+24.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.130 3.620
1M High / 1M Low: 6.720 3.620
6M High / 6M Low: 6.830 3.150
High (YTD): 2024-02-22 6.830
Low (YTD): 2024-05-02 3.150
52W High: 2024-02-22 6.830
52W Low: 2023-11-02 1.370
Avg. price 1W:   4.416
Avg. volume 1W:   0.000
Avg. price 1M:   5.321
Avg. volume 1M:   0.000
Avg. price 6M:   4.669
Avg. volume 6M:   0.000
Avg. price 1Y:   4.001
Avg. volume 1Y:   0.000
Volatility 1M:   129.94%
Volatility 6M:   120.59%
Volatility 1Y:   121.16%
Volatility 3Y:   -