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

EUWAX
09/08/2024  08:42:13 Chg.+0.040 Bid12:05:22 Ask12:05:22 Underlying Strike price Expiration date Option type
0.600EUR +7.14% 0.600
Bid Size: 26,600		 0.630
Ask Size: 26,600		 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: 7.97
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.25
Parity: -0.14
Time value: 0.61
Break-even: 561.00
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.55
Theta: -0.26
Omega: 4.37
Rho: 0.75
 

Quote data

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

Performance

1 Week
  -10.45%
1 Month  
+53.85%
3 Months  
+71.43%
YTD
  -44.95%
1 Year
  -48.28%
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:   -