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BNP Paribas Call 420 LIN 20.12.20.../  DE000PE98WJ4  /

Frankfurt Zert./BNP
2024-10-16  9:20:22 PM Chg.+0.030 Bid9:35:35 PM Ask9:35:35 PM Underlying Strike price Expiration date Option type
2.670EUR +1.14% 2.670
Bid Size: 70,000		 2.690
Ask Size: 70,000		 LINDE PLC EO ... 420.00 - 2024-12-20 Call
 

Master data

WKN: PE98WJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-12-20
Issue date: 2023-03-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 16.61
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 2.17
Implied volatility: 0.14
Historic volatility: 0.14
Parity: 2.17
Time value: 0.49
Break-even: 446.60
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.76%
Delta: 0.83
Theta: -0.08
Omega: 13.80
Rho: 0.61
 

Quote data

Open: 2.650
High: 2.670
Low: 2.640
Previous Close: 2.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.53%
1 Month  
+6.37%
3 Months  
+20.27%
YTD  
+44.32%
1 Year  
+64.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.640 2.520
1M High / 1M Low: 2.640 2.420
6M High / 6M Low: 2.640 1.840
High (YTD): 2024-10-15 2.640
Low (YTD): 2024-02-05 1.670
52W High: 2024-10-15 2.640
52W Low: 2023-10-25 1.350
Avg. price 1W:   2.576
Avg. volume 1W:   0.000
Avg. price 1M:   2.527
Avg. volume 1M:   0.000
Avg. price 6M:   2.232
Avg. volume 6M:   0.000
Avg. price 1Y:   2.108
Avg. volume 1Y:   0.000
Volatility 1M:   24.50%
Volatility 6M:   47.70%
Volatility 1Y:   51.57%
Volatility 3Y:   -