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

EUWAX
2024-07-26  8:16:41 AM Chg.+0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.800EUR +6.67% -
Bid Size: -		 -
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: 4.91
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.48
Implied volatility: 0.51
Historic volatility: 0.20
Parity: 0.48
Time value: 0.27
Break-even: 39.50
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: -0.03
Spread %: -3.85%
Delta: 0.74
Theta: -0.02
Omega: 3.63
Rho: 0.08
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.53%
1 Month
  -6.98%
3 Months  
+8.11%
YTD  
+37.93%
1 Year  
+86.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.680
1M High / 1M Low: 0.970 0.680
6M High / 6M Low: 1.010 0.680
High (YTD): 2024-04-04 1.010
Low (YTD): 2024-01-02 0.670
52W High: 2024-04-04 1.010
52W Low: 2023-10-12 0.240
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   0.827
Avg. volume 6M:   0.000
Avg. price 1Y:   0.651
Avg. volume 1Y:   33.725
Volatility 1M:   114.03%
Volatility 6M:   85.60%
Volatility 1Y:   102.73%
Volatility 3Y:   -