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BNP Paribas Call 600 3HM 20.12.20.../  DE000PE89GZ2  /

Frankfurt Zert./BNP
8/9/2024  8:20:45 AM Chg.-0.010 Bid8:25:17 AM Ask8:25:17 AM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.180
Bid Size: 13,800		 0.210
Ask Size: 13,800		 MSCI INC. A D... 600.00 - 12/20/2024 Call
 

Master data

WKN: PE89GZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 25.26
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.25
Parity: -1.20
Time value: 0.19
Break-even: 619.00
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 1.00
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.27
Theta: -0.17
Omega: 6.76
Rho: 0.40
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month  
+100.00%
3 Months  
+28.57%
YTD
  -70.97%
1 Year
  -73.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.680 0.085
High (YTD): 1/30/2024 0.780
Low (YTD): 6/19/2024 0.085
52W High: 1/30/2024 0.780
52W Low: 6/19/2024 0.085
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   274.27%
Volatility 6M:   188.96%
Volatility 1Y:   163.81%
Volatility 3Y:   -