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

EUWAX
30/07/2024  08:16:14 Chg.-0.010 Bid17:16:16 Ask17:16:16 Underlying Strike price Expiration date Option type
0.790EUR -1.25% 0.790
Bid Size: 84,000		 -
Ask Size: -		 VERIZON COMM. INC. D... 32.00 - 17/01/2025 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: 17/01/2025
Issue date: 21/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.50
Implied volatility: 0.50
Historic volatility: 0.20
Parity: 0.50
Time value: 0.29
Break-even: 39.90
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.01
Omega: 3.47
Rho: 0.09
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.72%
1 Month
  -5.95%
3 Months
  -2.47%
YTD  
+36.21%
1 Year  
+79.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.680
1M High / 1M Low: 0.970 0.680
6M High / 6M Low: 1.020 0.680
High (YTD): 04/04/2024 1.020
Low (YTD): 24/07/2024 0.680
52W High: 04/04/2024 1.020
52W Low: 12/10/2023 0.250
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.863
Avg. volume 1M:   0.000
Avg. price 6M:   0.828
Avg. volume 6M:   0.000
Avg. price 1Y:   0.661
Avg. volume 1Y:   9.804
Volatility 1M:   115.86%
Volatility 6M:   85.34%
Volatility 1Y:   99.01%
Volatility 3Y:   -