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

EUWAX
11/7/2024  1:07:08 PM Chg.+0.008 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.073EUR +12.31% -
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: 42.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.19
Parity: -0.36
Time value: 0.09
Break-even: 42.91
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.59
Spread abs.: 0.02
Spread %: 35.82%
Delta: 0.29
Theta: -0.02
Omega: 12.23
Rho: 0.01
 

Quote data

Open: 0.070
High: 0.073
Low: 0.070
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.12%
1 Month
  -71.92%
3 Months
  -43.85%
YTD
  -39.17%
1 Year
  -27.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.065
1M High / 1M Low: 0.280 0.065
6M High / 6M Low: 0.330 0.065
High (YTD): 9/17/2024 0.330
Low (YTD): 11/6/2024 0.065
52W High: 9/17/2024 0.330
52W Low: 11/6/2024 0.065
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.179
Avg. volume 1Y:   0.000
Volatility 1M:   377.66%
Volatility 6M:   271.15%
Volatility 1Y:   231.40%
Volatility 3Y:   -