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

EUWAX
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:   -