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

EUWAX
08/08/2024  08:41:46 Chg.- Bid08:25:11 Ask08:25:11 Underlying Strike price Expiration date Option type
0.560EUR - 0.590
Bid Size: 13,100		 0.620
Ask Size: 13,100		 MSCI INC. A D... 500.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.42
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.25
Parity: -0.20
Time value: 0.57
Break-even: 557.00
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.53
Theta: -0.25
Omega: 4.48
Rho: 0.73
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.42%
1 Month  
+43.59%
3 Months  
+60.00%
YTD
  -48.62%
1 Year
  -51.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.560
1M High / 1M Low: 0.680 0.370
6M High / 6M Low: 1.230 0.310
High (YTD): 31/01/2024 1.370
Low (YTD): 24/04/2024 0.310
52W High: 31/01/2024 1.370
52W Low: 24/04/2024 0.310
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   6.522
Avg. price 6M:   0.640
Avg. volume 6M:   1.181
Avg. price 1Y:   0.798
Avg. volume 1Y:   .586
Volatility 1M:   261.65%
Volatility 6M:   157.92%
Volatility 1Y:   130.62%
Volatility 3Y:   -