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

EUWAX
26/07/2024  09:28:06 Chg.-0.82 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
3.57EUR -18.68% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 3,600.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
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: 3.57
High: 3.57
Low: 3.57
Previous Close: 4.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -42.51%
3 Months
  -2.72%
YTD
  -23.88%
1 Year  
+21.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.61 3.57
1M High / 1M Low: 6.49 3.57
6M High / 6M Low: 6.49 3.06
High (YTD): 16/07/2024 6.49
Low (YTD): 02/05/2024 3.06
52W High: 16/07/2024 6.49
52W Low: 01/11/2023 1.71
Avg. price 1W:   4.69
Avg. volume 1W:   0.00
Avg. price 1M:   5.39
Avg. volume 1M:   0.00
Avg. price 6M:   4.65
Avg. volume 6M:   0.00
Avg. price 1Y:   4.00
Avg. volume 1Y:   0.00
Volatility 1M:   135.14%
Volatility 6M:   115.01%
Volatility 1Y:   115.24%
Volatility 3Y:   -