OverviewChartNewsTraderScreen

BNP Paribas Call 500 3HM 20.12.20.../  DE000PE89GX7  /

EUWAX
2024-07-12  8:42:24 AM Chg.0.000 Bid10:28:07 AM Ask10:28:07 AM Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.390
Bid Size: 24,200		 0.420
Ask Size: 24,200		 MSCI INC. A D... 500.00 - 2024-12-20 Call
 

Master data

WKN: PE89GX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.35
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.25
Parity: -0.46
Time value: 0.40
Break-even: 540.00
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.45
Theta: -0.19
Omega: 5.16
Rho: 0.73
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -5.13%
3 Months
  -53.75%
YTD
  -66.06%
1 Year
  -56.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.390 0.330
6M High / 6M Low: 1.370 0.310
High (YTD): 2024-01-31 1.370
Low (YTD): 2024-04-24 0.310
52W High: 2024-01-31 1.370
52W Low: 2024-04-24 0.310
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.724
Avg. volume 6M:   0.000
Avg. price 1Y:   0.835
Avg. volume 1Y:   0.000
Volatility 1M:   100.74%
Volatility 6M:   134.37%
Volatility 1Y:   111.03%
Volatility 3Y:   -