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BNP Paribas Call 50 BMY 20.12.202.../  DE000PZ09YF0  /

EUWAX
11/14/2024  9:29:14 AM Chg.-0.070 Bid8:40:44 PM Ask8:40:44 PM Underlying Strike price Expiration date Option type
0.820EUR -7.87% 0.840
Bid Size: 28,000		 -
Ask Size: -		 Bristol Myers Squibb... 50.00 USD 12/20/2024 Call
 

Master data

WKN: PZ09YF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Bristol Myers Squibb Co
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 11/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.80
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 0.80
Time value: 0.03
Break-even: 55.62
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 6.20
Rho: 0.04
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.09%
1 Month  
+115.79%
3 Months  
+182.76%
YTD  
+49.09%
1 Year  
+51.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.460
1M High / 1M Low: 0.910 0.360
6M High / 6M Low: 0.910 0.043
High (YTD): 11/12/2024 0.910
Low (YTD): 7/4/2024 0.043
52W High: 11/12/2024 0.910
52W Low: 7/4/2024 0.043
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.350
Avg. volume 1Y:   0.000
Volatility 1M:   384.87%
Volatility 6M:   322.39%
Volatility 1Y:   246.94%
Volatility 3Y:   -