OverviewChartNewsTraderScreen

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

EUWAX
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:   -