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

EUWAX
08/11/2024  09:44:59 Chg.-0.76 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
12.71EUR -5.64% -
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: 3.58
Leverage: Yes

Calculated values

Fair value: 10.34
Intrinsic value: 10.12
Implied volatility: 0.92
Historic volatility: 0.23
Parity: 10.12
Time value: 2.77
Break-even: 4,889.00
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -3.96
Omega: 2.86
Rho: 4.52
 

Quote data

Open: 12.71
High: 12.71
Low: 12.71
Previous Close: 13.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.47%
1 Month  
+91.70%
3 Months  
+529.21%
YTD  
+171.00%
1 Year  
+396.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.88 10.96
1M High / 1M Low: 13.88 7.09
6M High / 6M Low: 13.88 1.62
High (YTD): 06/11/2024 13.88
Low (YTD): 05/08/2024 1.62
52W High: 06/11/2024 13.88
52W Low: 05/08/2024 1.62
Avg. price 1W:   12.46
Avg. volume 1W:   0.00
Avg. price 1M:   8.96
Avg. volume 1M:   0.00
Avg. price 6M:   5.41
Avg. volume 6M:   0.00
Avg. price 1Y:   4.71
Avg. volume 1Y:   0.00
Volatility 1M:   134.05%
Volatility 6M:   155.72%
Volatility 1Y:   133.44%
Volatility 3Y:   -