BNP Paribas Call 42 BAC 17.01.2025
/ DE000PE84ZB4
BNP Paribas Call 42 BAC 17.01.202.../ DE000PE84ZB4 /
03/09/2024 08:13:12 |
Chg.0.000 |
Bid08:25:08 |
Ask08:25:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
0.00% |
0.170 Bid Size: 25,000 |
0.180 Ask Size: 25,000 |
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: |
18.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
-0.42 |
Time value: |
0.20 |
Break-even: |
44.00 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.03 |
Spread %: |
17.65% |
Delta: |
0.38 |
Theta: |
-0.01 |
Omega: |
7.20 |
Rho: |
0.05 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
-19.05% |
YTD |
|
|
+41.67% |
1 Year |
|
|
+54.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.140 |
1M High / 1M Low: |
0.170 |
0.120 |
6M High / 6M Low: |
0.330 |
0.086 |
High (YTD): |
01/02/2024 |
0.340 |
Low (YTD): |
24/07/2024 |
0.086 |
52W High: |
01/02/2024 |
0.340 |
52W Low: |
12/10/2023 |
0.040 |
Avg. price 1W: |
|
0.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.163 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
144.41% |
Volatility 6M: |
|
187.82% |
Volatility 1Y: |
|
191.80% |
Volatility 3Y: |
|
- |