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BNP Paribas Call 600 3HM 20.12.20.../  DE000PE89GZ2  /

Frankfurt Zert./BNP
2024-07-12  12:21:05 PM Chg.-0.010 Bid2024-07-12 Ask2024-07-12 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 32,300		 0.120
Ask Size: 32,300		 MSCI INC. A D... 600.00 - 2024-12-20 Call
 

Master data

WKN: PE89GZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 45.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -1.46
Time value: 0.10
Break-even: 610.00
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.18
Theta: -0.10
Omega: 8.17
Rho: 0.32
 

Quote data

Open: 0.090
High: 0.100
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -25.00%
3 Months
  -72.73%
YTD
  -85.48%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.120 0.085
6M High / 6M Low: 0.780 0.085
High (YTD): 2024-01-30 0.780
Low (YTD): 2024-06-19 0.085
52W High: 2024-01-30 0.780
52W Low: 2024-06-19 0.085
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   0.424
Avg. volume 1Y:   0.000
Volatility 1M:   157.71%
Volatility 6M:   179.43%
Volatility 1Y:   148.56%
Volatility 3Y:   -