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BNP Paribas Call 36 PINS 20.12.20.../  DE000PE84GV2  /

EUWAX
7/17/2024  10:39:00 AM Chg.-0.040 Bid5:08:59 PM Ask5:08:59 PM Underlying Strike price Expiration date Option type
0.710EUR -5.33% 0.750
Bid Size: 55,000		 0.760
Ask Size: 55,000		 Pinterest Inc 36.00 - 12/20/2024 Call
 

Master data

WKN: PE84GV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Pinterest Inc
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.14
Implied volatility: 0.67
Historic volatility: 0.38
Parity: 0.14
Time value: 0.59
Break-even: 43.30
Moneyness: 1.04
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.63
Theta: -0.02
Omega: 3.24
Rho: 0.07
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.98%
1 Month
  -25.26%
3 Months  
+77.50%
YTD     0.00%
1 Year  
+61.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.750
1M High / 1M Low: 1.080 0.750
6M High / 6M Low: 1.080 0.330
High (YTD): 6/26/2024 1.080
Low (YTD): 4/25/2024 0.330
52W High: 6/26/2024 1.080
52W Low: 10/27/2023 0.230
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.932
Avg. volume 1M:   0.000
Avg. price 6M:   0.708
Avg. volume 6M:   0.000
Avg. price 1Y:   0.567
Avg. volume 1Y:   0.000
Volatility 1M:   77.42%
Volatility 6M:   170.52%
Volatility 1Y:   157.87%
Volatility 3Y:   -