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

EUWAX
2024-07-25  8:11:07 AM Chg.+0.024 Bid8:25:02 AM Ask8:25:02 AM Underlying Strike price Expiration date Option type
0.110EUR +27.91% 0.120
Bid Size: 25,000		 0.130
Ask Size: 25,000		 VERIZON COMM. INC. D... 42.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.21
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -0.62
Time value: 0.10
Break-even: 42.99
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 11.24%
Delta: 0.26
Theta: -0.01
Omega: 9.46
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month
  -42.11%
3 Months
  -35.29%
YTD
  -8.33%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.086
1M High / 1M Low: 0.250 0.086
6M High / 6M Low: 0.340 0.086
High (YTD): 2024-02-01 0.340
Low (YTD): 2024-07-24 0.086
52W High: 2024-02-01 0.340
52W Low: 2023-10-12 0.040
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.157
Avg. volume 1Y:   0.000
Volatility 1M:   252.03%
Volatility 6M:   181.60%
Volatility 1Y:   188.73%
Volatility 3Y:   -