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

Frankfurt Zert./BNP
28/06/2024  21:50:37 Chg.+0.040 Bid21:51:14 Ask- Underlying Strike price Expiration date Option type
0.870EUR +4.82% 0.870
Bid Size: 39,500		 -
Ask Size: -		 VERIZON COMM. INC. D... 32.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.65
Implied volatility: 0.45
Historic volatility: 0.22
Parity: 0.65
Time value: 0.22
Break-even: 40.70
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.01
Omega: 3.50
Rho: 0.10
 

Quote data

Open: 0.830
High: 0.900
Low: 0.830
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.13%
1 Month  
+10.13%
3 Months
  -4.40%
YTD  
+52.63%
1 Year  
+45.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.830
1M High / 1M Low: 0.900 0.710
6M High / 6M Low: 1.010 0.620
High (YTD): 03/04/2024 1.010
Low (YTD): 11/01/2024 0.620
52W High: 03/04/2024 1.010
52W Low: 13/10/2023 0.240
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   0.807
Avg. volume 6M:   0.000
Avg. price 1Y:   0.620
Avg. volume 1Y:   0.000
Volatility 1M:   75.99%
Volatility 6M:   90.42%
Volatility 1Y:   112.10%
Volatility 3Y:   -