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BNP Paribas Call 32 BAC 20.12.202.../  DE000PE018L7  /

Frankfurt Zert./BNP
2024-06-27  8:21:03 AM Chg.-0.010 Bid8:25:05 AM Ask- Underlying Strike price Expiration date Option type
0.850EUR -1.16% 0.850
Bid Size: 20,000		 -
Ask Size: -		 VERIZON COMM. INC. D... 32.00 - 2024-12-20 Call
 

Master data

WKN: PE018L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.64
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 0.64
Time value: 0.22
Break-even: 40.60
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.79
Theta: -0.01
Omega: 3.53
Rho: 0.10
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month  
+8.97%
3 Months
  -2.30%
YTD  
+49.12%
1 Year  
+54.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 0.900 0.700
6M High / 6M Low: 1.010 0.550
High (YTD): 2024-04-03 1.010
Low (YTD): 2024-01-11 0.620
52W High: 2024-04-03 1.010
52W Low: 2023-10-13 0.240
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.803
Avg. volume 1M:   0.000
Avg. price 6M:   0.800
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   91.02%
Volatility 6M:   92.50%
Volatility 1Y:   111.82%
Volatility 3Y:   -