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

Frankfurt Zert./BNP
9/11/2024  9:50:25 PM Chg.-0.010 Bid9:57:50 PM Ask- Underlying Strike price Expiration date Option type
0.200EUR -4.76% -
Bid Size: -		 -
Ask Size: -		 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: 9/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.06
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.25
Parity: -0.95
Time value: 0.21
Break-even: 621.00
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 1.16
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.30
Theta: -0.23
Omega: 7.18
Rho: 0.35
 

Quote data

Open: 0.200
High: 0.210
Low: 0.160
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+5.26%
3 Months  
+81.82%
YTD
  -67.74%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.200
1M High / 1M Low: 0.300 0.190
6M High / 6M Low: 0.490 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:   0.205
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   120.21%
Volatility 6M:   192.80%
Volatility 1Y:   167.47%
Volatility 3Y:   -