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BNP Paribas Call 35 BAC 20.12.202.../  DE000PE018M5  /

EUWAX
2024-07-26  8:16:41 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.540EUR +8.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 35.00 - 2024-12-20 Call
 

Master data

WKN: PE018M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.82
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.18
Implied volatility: 0.46
Historic volatility: 0.20
Parity: 0.18
Time value: 0.36
Break-even: 40.40
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.64
Theta: -0.02
Omega: 4.39
Rho: 0.07
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.94%
1 Month
  -11.48%
3 Months  
+5.88%
YTD  
+38.46%
1 Year  
+80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.430
1M High / 1M Low: 0.710 0.430
6M High / 6M Low: 0.770 0.430
High (YTD): 2024-04-04 0.770
Low (YTD): 2024-07-24 0.430
52W High: 2024-04-04 0.770
52W Low: 2023-10-12 0.140
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   152.51%
Volatility 6M:   108.23%
Volatility 1Y:   122.56%
Volatility 3Y:   -