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BNP Paribas Call 55 NAQ 20.12.202.../  DE000PE89HM8  /

Frankfurt Zert./BNP
17/07/2024  21:50:34 Chg.-0.010 Bid21:58:55 Ask21:58:55 Underlying Strike price Expiration date Option type
0.940EUR -1.05% 0.950
Bid Size: 23,600		 0.960
Ask Size: 23,600		 NASDAQ INC. DL... 55.00 - 20/12/2024 Call
 

Master data

WKN: PE89HM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.31
Implied volatility: 0.50
Historic volatility: 0.17
Parity: 0.31
Time value: 0.63
Break-even: 64.40
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.65
Theta: -0.03
Omega: 3.99
Rho: 0.12
 

Quote data

Open: 0.930
High: 0.950
Low: 0.900
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.05%
1 Month  
+40.30%
3 Months  
+9.30%
YTD  
+17.50%
1 Year  
+80.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.810
1M High / 1M Low: 0.950 0.660
6M High / 6M Low: 1.080 0.570
High (YTD): 11/04/2024 1.080
Low (YTD): 20/02/2024 0.570
52W High: 11/04/2024 1.080
52W Low: 01/11/2023 0.330
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.749
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   0.000
Volatility 1M:   73.21%
Volatility 6M:   82.23%
Volatility 1Y:   94.10%
Volatility 3Y:   -