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BNP Paribas Call 45 BAC 20.12.202.../  DE000PE84Y65  /

EUWAX
2024-07-25  8:11:03 AM Chg.+0.011 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.036EUR +44.00% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 45.00 - 2024-12-20 Call
 

Master data

WKN: PE84Y6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.22
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -0.84
Time value: 0.09
Break-even: 45.91
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.75
Spread abs.: 0.05
Spread %: 139.47%
Delta: 0.22
Theta: -0.01
Omega: 8.85
Rho: 0.03
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.27%
1 Month
  -52.63%
3 Months
  -47.83%
YTD
  -40.98%
1 Year
  -44.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.025
1M High / 1M Low: 0.110 0.025
6M High / 6M Low: 0.210 0.025
High (YTD): 2024-01-30 0.210
Low (YTD): 2024-07-24 0.025
52W High: 2024-01-30 0.210
52W Low: 2023-10-12 0.021
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.080
Avg. volume 1Y:   0.000
Volatility 1M:   383.44%
Volatility 6M:   252.73%
Volatility 1Y:   230.31%
Volatility 3Y:   -