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BNP Paribas Call 42 BAC 17.01.202.../  DE000PE84ZB4  /

EUWAX
08/11/2024  10:18:47 Chg.-0.031 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.069EUR -31.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 42.00 - 17/01/2025 Call
 

Master data

WKN: PE84ZB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -0.42
Time value: 0.09
Break-even: 42.91
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.96
Spread abs.: 0.03
Spread %: 46.77%
Delta: 0.28
Theta: -0.01
Omega: 11.55
Rho: 0.02
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.88%
1 Month
  -75.36%
3 Months
  -54.00%
YTD
  -42.50%
1 Year
  -37.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.069
1M High / 1M Low: 0.300 0.069
6M High / 6M Low: 0.350 0.069
High (YTD): 17/09/2024 0.350
Low (YTD): 08/11/2024 0.069
52W High: 17/09/2024 0.350
52W Low: 08/11/2024 0.069
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.193
Avg. volume 1Y:   0.000
Volatility 1M:   361.10%
Volatility 6M:   243.62%
Volatility 1Y:   212.42%
Volatility 3Y:   -