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BNP Paribas Call 16 1U1 21.06.202.../  DE000PE85JA7  /

EUWAX
2024-05-29  4:06:44 PM Chg.-0.020 Bid4:58:00 PM Ask4:58:00 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.150
Bid Size: 50,000		 0.170
Ask Size: 50,000		 1+1 AG INH O.N. 16.00 - 2024-06-21 Call
 

Master data

WKN: PE85JA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.54
Historic volatility: 0.33
Parity: 0.14
Time value: 0.04
Break-even: 17.80
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.76
Theta: -0.02
Omega: 7.33
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -5.88%
3 Months
  -30.43%
YTD
  -54.29%
1 Year  
+540.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: 0.430 0.110
High (YTD): 2024-01-24 0.430
Low (YTD): 2024-04-18 0.110
52W High: 2024-01-24 0.430
52W Low: 2023-07-11 0.005
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   228.57%
Volatility 6M:   163.37%
Volatility 1Y:   314.36%
Volatility 3Y:   -