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

Frankfurt Zert./BNP
2024-07-26  9:20:25 PM Chg.+0.120 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
1.720EUR +7.50% 1.730
Bid Size: 40,000
1.750
Ask Size: 40,000
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: 23.76
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.14
Parity: -3.42
Time value: 1.75
Break-even: 467.50
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 1.16%
Delta: 0.39
Theta: -0.11
Omega: 9.15
Rho: 0.57
 

Quote data

Open: 1.550
High: 1.740
Low: 1.550
Previous Close: 1.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.55%
1 Month  
+12.42%
3 Months
  -5.49%
YTD  
+21.13%
1 Year  
+21.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.580
1M High / 1M Low: 1.720 1.220
6M High / 6M Low: 2.290 1.140
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:   1.636
Avg. volume 1W:   0.000
Avg. price 1M:   1.484
Avg. volume 1M:   0.000
Avg. price 6M:   1.685
Avg. volume 6M:   0.000
Avg. price 1Y:   1.508
Avg. volume 1Y:   0.000
Volatility 1M:   120.09%
Volatility 6M:   90.52%
Volatility 1Y:   84.05%
Volatility 3Y:   -