OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
10/7/2024  9:20:25 PM Chg.-0.020 Bid9:26:17 PM Ask9:26:17 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.260
Bid Size: 100,000		 0.270
Ask Size: 100,000		 VERIZON COMM. INC. D... 42.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.89
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -0.17
Time value: 0.29
Break-even: 44.90
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.48
Theta: -0.02
Omega: 6.70
Rho: 0.05
 

Quote data

Open: 0.280
High: 0.280
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.21%
1 Month  
+73.33%
3 Months  
+44.44%
YTD  
+116.67%
1 Year  
+504.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: 0.350 0.090
High (YTD): 10/1/2024 0.350
Low (YTD): 7/23/2024 0.090
52W High: 10/1/2024 0.350
52W Low: 10/12/2023 0.041
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   148.47%
Volatility 6M:   213.93%
Volatility 1Y:   207.76%
Volatility 3Y:   -