BNP Paribas Call 35 BAC 20.12.2024
/ DE000PE018M5
BNP Paribas Call 35 BAC 20.12.202.../ DE000PE018M5 /
8/30/2024 8:18:16 AM |
Chg.-0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-3.23% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
35.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.58 |
Historic volatility: |
0.20 |
Parity: |
0.28 |
Time value: |
0.36 |
Break-even: |
41.40 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
3.95 |
Rho: |
0.06 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
+5.26% |
3 Months |
|
|
+7.14% |
YTD |
|
|
+53.85% |
1 Year |
|
|
+100.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.580 |
1M High / 1M Low: |
0.620 |
0.530 |
6M High / 6M Low: |
0.770 |
0.430 |
High (YTD): |
4/4/2024 |
0.770 |
Low (YTD): |
7/24/2024 |
0.430 |
52W High: |
4/4/2024 |
0.770 |
52W Low: |
10/12/2023 |
0.140 |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.573 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.575 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.489 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
55.96% |
Volatility 6M: |
|
105.37% |
Volatility 1Y: |
|
120.93% |
Volatility 3Y: |
|
- |