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BNP Paribas Call 38 BAC 17.01.202.../  DE000PE84Y99  /

Frankfurt Zert./BNP
9/6/2024  9:50:32 PM Chg.0.000 Bid9/6/2024 Ask9/6/2024 Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.370
Bid Size: 50,000		 0.380
Ask Size: 50,000		 VERIZON COMM. INC. D... 38.00 - 1/17/2025 Call
 

Master data

WKN: PE84Y9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.78
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -0.08
Time value: 0.38
Break-even: 41.80
Moneyness: 0.98
Premium: 0.12
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.54
Theta: -0.02
Omega: 5.28
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.400
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.50%
1 Month  
+5.71%
3 Months
  -11.90%
YTD  
+48.00%
1 Year  
+117.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.370
1M High / 1M Low: 0.490 0.310
6M High / 6M Low: 0.560 0.260
High (YTD): 1/31/2024 0.570
Low (YTD): 7/23/2024 0.260
52W High: 1/31/2024 0.570
52W Low: 10/13/2023 0.084
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.327
Avg. volume 1Y:   153.727
Volatility 1M:   121.76%
Volatility 6M:   139.29%
Volatility 1Y:   153.74%
Volatility 3Y:   -