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

EUWAX
11/14/2024  8:44:38 AM Chg.+0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.25EUR +3.31% -
Bid Size: -		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 60.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.89
Implied volatility: 0.90
Historic volatility: 0.27
Parity: 0.89
Time value: 0.37
Break-even: 72.60
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.71
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.09
Omega: 4.04
Rho: 0.04
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.84%
1 Month  
+290.63%
3 Months  
+1150.00%
YTD  
+557.89%
1 Year  
+1983.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 0.96
1M High / 1M Low: 1.22 0.32
6M High / 6M Low: 1.22 0.06
High (YTD): 11/12/2024 1.22
Low (YTD): 9/13/2024 0.06
52W High: 11/12/2024 1.22
52W Low: 11/24/2023 0.04
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.66
Avg. volume 1M:   0.00
Avg. price 6M:   0.36
Avg. volume 6M:   0.00
Avg. price 1Y:   0.32
Avg. volume 1Y:   0.00
Volatility 1M:   318.82%
Volatility 6M:   338.01%
Volatility 1Y:   285.37%
Volatility 3Y:   -