OverviewChartNewsTraderScreen

BNP Paribas Call 90 BMW 20.12.202.../  DE000PE95PH8  /

Frankfurt Zert./BNP
11/4/2024  9:50:17 PM Chg.-0.010 Bid11/4/2024 Ask11/4/2024 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 10,000		 0.200
Ask Size: 10,000		 BAY.MOTOREN WERKE AG... 90.00 - 12/20/2024 Call
 

Master data

WKN: PE95PH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/20/2024
Issue date: 3/2/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 332.55
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -16.84
Time value: 0.22
Break-even: 90.22
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 4.28
Spread abs.: 0.08
Spread %: 57.14%
Delta: 0.06
Theta: -0.01
Omega: 19.55
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.160
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -81.25%
3 Months
  -94.26%
YTD
  -98.12%
1 Year
  -97.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.640 0.130
6M High / 6M Low: 7.020 0.130
High (YTD): 4/8/2024 8.250
Low (YTD): 11/1/2024 0.130
52W High: 4/8/2024 8.250
52W Low: 11/1/2024 0.130
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   2.751
Avg. volume 6M:   7.692
Avg. price 1Y:   4.525
Avg. volume 1Y:   3.937
Volatility 1M:   213.15%
Volatility 6M:   281.34%
Volatility 1Y:   202.83%
Volatility 3Y:   -