OverviewChartNewsTraderScreen

BNP Paribas Call 32 BAC 17.01.202.../  DE000PE018N3  /

Frankfurt Zert./BNP
2024-07-05  9:50:23 PM Chg.-0.030 Bid9:58:52 PM Ask- Underlying Strike price Expiration date Option type
0.860EUR -3.37% 0.860
Bid Size: 40,500		 -
Ask Size: -		 VERIZON COMM. INC. D... 32.00 - 2025-01-17 Call
 

Master data

WKN: PE018N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-03-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.61
Implied volatility: 0.48
Historic volatility: 0.22
Parity: 0.61
Time value: 0.28
Break-even: 40.90
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.77
Theta: -0.01
Omega: 3.28
Rho: 0.11
 

Quote data

Open: 0.890
High: 0.900
Low: 0.840
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.15%
1 Month     0.00%
3 Months
  -9.47%
YTD  
+48.28%
1 Year  
+56.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.840
1M High / 1M Low: 0.910 0.710
6M High / 6M Low: 1.020 0.630
High (YTD): 2024-01-31 1.020
Low (YTD): 2024-01-11 0.630
52W High: 2024-01-31 1.020
52W Low: 2023-10-13 0.250
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.819
Avg. volume 1M:   0.000
Avg. price 6M:   0.815
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   77.30%
Volatility 6M:   86.82%
Volatility 1Y:   106.05%
Volatility 3Y:   -