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BNP Paribas Call 65 HEN3 20.12.20.../  DE000PE807T6  /

Frankfurt Zert./BNP
8/29/2024  5:20:49 PM Chg.+0.060 Bid5:24:34 PM Ask5:24:34 PM Underlying Strike price Expiration date Option type
1.840EUR +3.37% 1.850
Bid Size: 24,500		 1.870
Ask Size: 24,500		 HENKEL AG+CO.KGAA VZ... 65.00 - 12/20/2024 Call
 

Master data

WKN: PE807T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.69
Implied volatility: 0.31
Historic volatility: 0.16
Parity: 1.69
Time value: 0.12
Break-even: 83.10
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.69%
Delta: 0.93
Theta: -0.01
Omega: 4.20
Rho: 0.18
 

Quote data

Open: 1.780
High: 1.840
Low: 1.770
Previous Close: 1.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.84%
1 Month  
+13.58%
3 Months
  -4.66%
YTD  
+71.96%
1 Year  
+61.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.780 1.660
1M High / 1M Low: 1.780 1.360
6M High / 6M Low: 2.170 0.670
High (YTD): 6/10/2024 2.170
Low (YTD): 3/4/2024 0.670
52W High: 6/10/2024 2.170
52W Low: 3/4/2024 0.670
Avg. price 1W:   1.732
Avg. volume 1W:   0.000
Avg. price 1M:   1.527
Avg. volume 1M:   0.000
Avg. price 6M:   1.543
Avg. volume 6M:   0.000
Avg. price 1Y:   1.249
Avg. volume 1Y:   0.000
Volatility 1M:   62.05%
Volatility 6M:   100.18%
Volatility 1Y:   87.99%
Volatility 3Y:   -