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

EUWAX
2024-07-05  8:16:17 AM Chg.+0.060 Bid6:50:18 PM Ask6:50:18 PM Underlying Strike price Expiration date Option type
0.640EUR +10.34% 0.600
Bid Size: 89,000		 0.610
Ask Size: 89,000		 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: 5.68
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.30
Implied volatility: 0.48
Historic volatility: 0.22
Parity: 0.30
Time value: 0.37
Break-even: 41.70
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.68
Theta: -0.02
Omega: 3.87
Rho: 0.09
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month
  -3.03%
3 Months
  -12.33%
YTD  
+64.10%
1 Year  
+45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.580
1M High / 1M Low: 0.660 0.480
6M High / 6M Low: 0.770 0.460
High (YTD): 2024-04-04 0.770
Low (YTD): 2024-05-30 0.460
52W High: 2024-04-04 0.770
52W Low: 2023-10-12 0.140
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   91.50%
Volatility 6M:   106.74%
Volatility 1Y:   124.50%
Volatility 3Y:   -