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BNP Paribas Call 78 HEN3 20.12.20.../  DE000PE807Y6  /

Frankfurt Zert./BNP
06/11/2024  21:50:14 Chg.-0.180 Bid21:51:38 Ask21:51:38 Underlying Strike price Expiration date Option type
0.240EUR -42.86% 0.240
Bid Size: 10,000		 0.290
Ask Size: 10,000		 HENKEL AG+CO.KGAA VZ... 78.00 - 20/12/2024 Call
 

Master data

WKN: PE807Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 78.00 -
Maturity: 20/12/2024
Issue date: 13/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.76
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.24
Implied volatility: 0.30
Historic volatility: 0.16
Parity: 0.24
Time value: 0.24
Break-even: 82.80
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 14.29%
Delta: 0.65
Theta: -0.04
Omega: 10.90
Rho: 0.06
 

Quote data

Open: 0.430
High: 0.520
Low: 0.220
Previous Close: 0.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -57.14%
3 Months
  -40.00%
YTD
  -27.27%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.800 0.350
6M High / 6M Low: 1.040 0.350
High (YTD): 10/06/2024 1.040
Low (YTD): 04/03/2024 0.110
52W High: 10/06/2024 1.040
52W Low: 04/03/2024 0.110
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   148.13%
Volatility 6M:   126.80%
Volatility 1Y:   171.75%
Volatility 3Y:   -