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BNP Paribas Call 72 HEN3 20.12.20.../  DE000PE807W0  /

EUWAX
7/25/2024  9:24:50 AM Chg.-0.02 Bid12:00:18 PM Ask12:00:18 PM Underlying Strike price Expiration date Option type
1.17EUR -1.68% 1.11
Bid Size: 28,500		 1.13
Ask Size: 28,500		 HENKEL AG+CO.KGAA VZ... 72.00 - 12/20/2024 Call
 

Master data

WKN: PE807W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 12/20/2024
Issue date: 2/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.81
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.98
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.98
Time value: 0.22
Break-even: 84.00
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 2.56%
Delta: 0.84
Theta: -0.02
Omega: 5.70
Rho: 0.23
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.69%
1 Month
  -11.36%
3 Months  
+95.00%
YTD  
+91.80%
1 Year  
+67.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.19
1M High / 1M Low: 1.40 1.12
6M High / 6M Low: 1.57 0.29
High (YTD): 6/12/2024 1.57
Low (YTD): 3/4/2024 0.29
52W High: 6/12/2024 1.57
52W Low: 3/4/2024 0.29
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   0.88
Avg. volume 6M:   0.00
Avg. price 1Y:   0.73
Avg. volume 1Y:   3.91
Volatility 1M:   88.03%
Volatility 6M:   156.00%
Volatility 1Y:   126.38%
Volatility 3Y:   -