BNP Paribas Call 65 BRM 20.12.2024
/ DE000PE89562
BNP Paribas Call 65 BRM 20.12.202.../ DE000PE89562 /
11/14/2024 5:05:22 PM |
Chg.0.000 |
Bid11/14/2024 |
Ask11/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
0.00% |
0.012 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
BRISTOL-MYERS SQUIBB... |
65.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PE8956 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRISTOL-MYERS SQUIBBDL-10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
60.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.26 |
Parity: |
-0.97 |
Time value: |
0.09 |
Break-even: |
65.91 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
4.95 |
Spread abs.: |
0.08 |
Spread %: |
727.27% |
Delta: |
0.19 |
Theta: |
-0.04 |
Omega: |
11.70 |
Rho: |
0.01 |
Quote data
Open: |
0.010 |
High: |
0.018 |
Low: |
0.009 |
Previous Close: |
0.012 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+300.00% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
-29.41% |
YTD |
|
|
-89.09% |
1 Year |
|
|
-88.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.001 |
1M High / 1M Low: |
0.040 |
0.001 |
6M High / 6M Low: |
0.045 |
0.001 |
High (YTD): |
1/5/2024 |
0.140 |
Low (YTD): |
11/8/2024 |
0.001 |
52W High: |
1/5/2024 |
0.140 |
52W Low: |
11/8/2024 |
0.001 |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.040 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
13,185.00% |
Volatility 6M: |
|
5,720.08% |
Volatility 1Y: |
|
4,266.93% |
Volatility 3Y: |
|
- |