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BNP Paribas Call 70 HEN3 20.12.20.../  DE000PE807V2  /

EUWAX
7/25/2024  9:24:50 AM Chg.-0.03 Bid11:56:09 AM Ask11:56:09 AM Underlying Strike price Expiration date Option type
1.34EUR -2.19% 1.28
Bid Size: 27,000		 1.30
Ask Size: 27,000		 HENKEL AG+CO.KGAA VZ... 70.00 - 12/20/2024 Call
 

Master data

WKN: PE807V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.18
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 1.18
Time value: 0.19
Break-even: 83.70
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.24%
Delta: 0.87
Theta: -0.02
Omega: 5.20
Rho: 0.23
 

Quote data

Open: 1.34
High: 1.34
Low: 1.34
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.07%
1 Month
  -10.07%
3 Months  
+86.11%
YTD  
+83.56%
1 Year  
+65.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.37
1M High / 1M Low: 1.58 1.29
6M High / 6M Low: 1.74 0.38
High (YTD): 6/12/2024 1.74
Low (YTD): 3/4/2024 0.38
52W High: 6/12/2024 1.74
52W Low: 3/4/2024 0.38
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   0.85
Avg. volume 1Y:   0.00
Volatility 1M:   77.93%
Volatility 6M:   140.37%
Volatility 1Y:   114.01%
Volatility 3Y:   -