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BNP Paribas Call 90 OKTA 20.12.20.../  DE000PE89LC1  /

Frankfurt Zert./BNP
12/07/2024  16:50:34 Chg.+0.110 Bid16:59:34 Ask16:59:34 Underlying Strike price Expiration date Option type
1.390EUR +8.59% 1.400
Bid Size: 26,000		 1.420
Ask Size: 26,000		 Okta Inc 90.00 - 20/12/2024 Call
 

Master data

WKN: PE89LC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Okta Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.41
Parity: -0.42
Time value: 1.30
Break-even: 103.00
Moneyness: 0.95
Premium: 0.20
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 1.56%
Delta: 0.55
Theta: -0.05
Omega: 3.64
Rho: 0.15
 

Quote data

Open: 1.270
High: 1.390
Low: 1.260
Previous Close: 1.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.44%
1 Month  
+26.36%
3 Months
  -31.53%
YTD
  -21.91%
1 Year  
+27.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.260
1M High / 1M Low: 1.580 0.930
6M High / 6M Low: 3.140 0.930
High (YTD): 07/03/2024 3.140
Low (YTD): 20/06/2024 0.930
52W High: 07/03/2024 3.140
52W Low: 30/11/2023 0.590
Avg. price 1W:   1.390
Avg. volume 1W:   0.000
Avg. price 1M:   1.197
Avg. volume 1M:   0.000
Avg. price 6M:   1.721
Avg. volume 6M:   0.000
Avg. price 1Y:   1.488
Avg. volume 1Y:   0.000
Volatility 1M:   133.20%
Volatility 6M:   148.18%
Volatility 1Y:   145.76%
Volatility 3Y:   -