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BNP Paribas Call 450 LIN 20.12.20.../  DE000PE98WK2  /

Frankfurt Zert./BNP
2024-09-13  9:20:23 PM Chg.+0.090 Bid9:56:58 PM Ask9:56:58 PM Underlying Strike price Expiration date Option type
2.020EUR +4.66% 1.990
Bid Size: 31,000		 2.030
Ask Size: 31,000		 LINDE PLC EO ... 450.00 - 2024-12-20 Call
 

Master data

WKN: PE98WK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LINDE PLC EO -,001
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-12-20
Issue date: 2023-03-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.85
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.14
Parity: -2.67
Time value: 2.03
Break-even: 470.30
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 2.01%
Delta: 0.42
Theta: -0.16
Omega: 8.69
Rho: 0.41
 

Quote data

Open: 1.950
High: 2.030
Low: 1.930
Previous Close: 1.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.09%
1 Month  
+23.93%
3 Months  
+32.03%
YTD  
+42.25%
1 Year  
+40.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 1.860
1M High / 1M Low: 2.160 1.630
6M High / 6M Low: 2.280 1.220
High (YTD): 2024-03-13 2.290
Low (YTD): 2024-02-05 1.140
52W High: 2024-03-13 2.290
52W Low: 2023-10-25 0.970
Avg. price 1W:   1.920
Avg. volume 1W:   0.000
Avg. price 1M:   1.921
Avg. volume 1M:   0.000
Avg. price 6M:   1.710
Avg. volume 6M:   0.000
Avg. price 1Y:   1.572
Avg. volume 1Y:   0.000
Volatility 1M:   63.12%
Volatility 6M:   80.54%
Volatility 1Y:   85.64%
Volatility 3Y:   -