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BNP Paribas Call 60 NWT 20.12.202.../  DE000PE89S92  /

Frankfurt Zert./BNP
06/09/2024  21:50:23 Chg.-0.080 Bid21:54:39 Ask21:54:39 Underlying Strike price Expiration date Option type
0.130EUR -38.10% 0.130
Bid Size: 50,000		 0.140
Ask Size: 50,000		 WELLS FARGO + CO.DL ... 60.00 - 20/12/2024 Call
 

Master data

WKN: PE89S9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.22
Parity: -1.13
Time value: 0.14
Break-even: 61.40
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 1.25
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.23
Theta: -0.02
Omega: 8.14
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.120
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month     0.00%
3 Months
  -65.79%
YTD
  -27.78%
1 Year  
+62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.130
1M High / 1M Low: 0.270 0.090
6M High / 6M Low: 0.620 0.090
High (YTD): 15/05/2024 0.620
Low (YTD): 12/08/2024 0.090
52W High: 15/05/2024 0.620
52W Low: 01/11/2023 0.028
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   156.250
Avg. price 1Y:   0.258
Avg. volume 1Y:   78.431
Volatility 1M:   255.49%
Volatility 6M:   196.34%
Volatility 1Y:   230.80%
Volatility 3Y:   -