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BNP Paribas Call 42 NCB 20.12.202.../  DE000PE8Y0Y8  /

EUWAX
2024-10-18  9:23:28 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% -
Bid Size: -		 -
Ask Size: -		 BANK AMERICA DL... 42.00 - 2024-12-20 Call
 

Master data

WKN: PE8Y0Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BANK AMERICA DL 0,01
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.54
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.21
Parity: -0.31
Time value: 0.21
Break-even: 44.10
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.41
Theta: -0.03
Omega: 7.54
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.67%
3 Months
  -42.42%
YTD  
+90.00%
1 Year  
+763.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.210 0.081
6M High / 6M Low: 0.390 0.019
High (YTD): 2024-07-18 0.390
Low (YTD): 2024-08-05 0.019
52W High: 2024-07-18 0.390
52W Low: 2023-10-24 0.016
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   387.12%
Volatility 6M:   526.47%
Volatility 1Y:   409.15%
Volatility 3Y:   -