BNP Paribas Call 700 3HM 20.12.20.../  DE000PE89G13  /

Frankfurt Zert./BNP
2024-07-12  12:21:08 PM Chg.-0.001 Bid2024-07-12 Ask2024-07-12 Underlying Strike price Expiration date Option type
0.025EUR -3.85% 0.025
Bid Size: 50,000
0.091
Ask Size: 50,000
MSCI INC. A D... 700.00 - 2024-12-20 Call
 

Master data

WKN: PE89G1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MSCI INC. A DL-,01
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 49.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.25
Parity: -2.46
Time value: 0.09
Break-even: 709.10
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.75
Spread abs.: 0.07
Spread %: 264.00%
Delta: 0.14
Theta: -0.11
Omega: 6.83
Rho: 0.23
 

Quote data

Open: 0.024
High: 0.025
Low: 0.024
Previous Close: 0.026
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -34.21%
3 Months
  -80.77%
YTD
  -91.67%
1 Year
  -90.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.024
1M High / 1M Low: 0.038 0.018
6M High / 6M Low: 0.400 0.018
High (YTD): 2024-01-30 0.400
Low (YTD): 2024-07-03 0.018
52W High: 2023-07-27 0.410
52W Low: 2024-07-03 0.018
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   262.58%
Volatility 6M:   222.50%
Volatility 1Y:   187.29%
Volatility 3Y:   -