OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-07-04  9:50:16 PM Chg.+0.010 Bid9:54:55 PM Ask9:54:55 PM Underlying Strike price Expiration date Option type
1.880EUR +0.53% 1.870
Bid Size: 5,100		 1.900
Ask Size: 5,100		 HENKEL AG+CO.KGAA VZ... 65.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.70
Implied volatility: 0.31
Historic volatility: 0.16
Parity: 1.70
Time value: 0.20
Break-even: 84.00
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.60%
Delta: 0.90
Theta: -0.01
Omega: 3.89
Rho: 0.25
 

Quote data

Open: 1.870
High: 1.890
Low: 1.830
Previous Close: 1.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month
  -7.39%
3 Months  
+86.14%
YTD  
+75.70%
1 Year  
+50.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.000 1.870
1M High / 1M Low: 2.170 1.870
6M High / 6M Low: 2.170 0.670
High (YTD): 2024-06-10 2.170
Low (YTD): 2024-03-04 0.670
52W High: 2024-06-10 2.170
52W Low: 2024-03-04 0.670
Avg. price 1W:   1.948
Avg. volume 1W:   0.000
Avg. price 1M:   2.013
Avg. volume 1M:   0.000
Avg. price 6M:   1.324
Avg. volume 6M:   0.000
Avg. price 1Y:   1.165
Avg. volume 1Y:   0.000
Volatility 1M:   44.16%
Volatility 6M:   102.48%
Volatility 1Y:   86.97%
Volatility 3Y:   -