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BNP Paribas Call 3600 PCE1 20.12..../  DE000PE8Y2E6  /

Frankfurt Zert./BNP
08/11/2024  21:50:23 Chg.+0.140 Bid21:59:37 Ask- Underlying Strike price Expiration date Option type
12.560EUR +1.13% 12.710
Bid Size: 2,500		 -
Ask Size: -		 BOOKING HLDGS DL... 3,600.00 - 20/12/2024 Call
 

Master data

WKN: PE8Y2E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 10.25
Intrinsic value: 10.12
Implied volatility: 1.13
Historic volatility: 0.23
Parity: 10.12
Time value: 2.44
Break-even: 4,856.00
Moneyness: 1.28
Premium: 0.05
Premium p.a.: 0.58
Spread abs.: -0.15
Spread %: -1.18%
Delta: 0.80
Theta: -6.11
Omega: 2.95
Rho: 2.75
 

Quote data

Open: 12.440
High: 12.890
Low: 12.420
Previous Close: 12.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.95%
1 Month  
+82.82%
3 Months  
+605.62%
YTD  
+178.49%
1 Year  
+416.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.320 10.970
1M High / 1M Low: 13.320 6.870
6M High / 6M Low: 13.320 1.450
High (YTD): 06/11/2024 13.320
Low (YTD): 02/08/2024 1.450
52W High: 06/11/2024 13.320
52W Low: 02/08/2024 1.450
Avg. price 1W:   12.242
Avg. volume 1W:   0.000
Avg. price 1M:   8.738
Avg. volume 1M:   0.000
Avg. price 6M:   5.177
Avg. volume 6M:   0.000
Avg. price 1Y:   4.490
Avg. volume 1Y:   3.922
Volatility 1M:   106.92%
Volatility 6M:   154.14%
Volatility 1Y:   137.97%
Volatility 3Y:   -