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BNP Paribas Call 42 BAC 20.12.202.../  DE000PE84Y57  /

EUWAX
7/25/2024  8:11:04 AM Chg.+0.026 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR +35.14% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 42.00 - 12/20/2024 Call
 

Master data

WKN: PE84Y5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.32
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.52
Time value: 0.13
Break-even: 43.30
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.31
Theta: -0.01
Omega: 8.76
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.52%
1 Month
  -41.18%
3 Months
  -28.57%
YTD
  -16.67%
1 Year
  -9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.074
1M High / 1M Low: 0.230 0.074
6M High / 6M Low: 0.330 0.074
High (YTD): 2/1/2024 0.330
Low (YTD): 7/24/2024 0.074
52W High: 2/1/2024 0.330
52W Low: 10/12/2023 0.036
Avg. price 1W:   0.139
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   304.54%
Volatility 6M:   214.38%
Volatility 1Y:   202.13%
Volatility 3Y:   -