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BNP Paribas Call 19 EVK 21.06.202.../  DE000PE8ZV84  /

Frankfurt Zert./BNP
2024-06-04  9:20:20 PM Chg.-0.020 Bid9:27:25 PM Ask9:27:25 PM Underlying Strike price Expiration date Option type
0.060EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 19.00 - 2024-06-21 Call
 

Master data

WKN: PE8ZV8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.62
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.09
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.09
Time value: 0.03
Break-even: 20.20
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 50.00%
Delta: 0.76
Theta: -0.02
Omega: 12.57
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.054
Previous Close: 0.080
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -45.45%
3 Months  
+200.00%
YTD
  -40.00%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.060
1M High / 1M Low: 0.180 0.060
6M High / 6M Low: 0.180 0.010
High (YTD): 2024-05-14 0.180
Low (YTD): 2024-03-18 0.010
52W High: 2023-07-28 0.200
52W Low: 2024-03-18 0.010
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   240
Avg. price 1Y:   0.089
Avg. volume 1Y:   117.188
Volatility 1M:   214.23%
Volatility 6M:   317.62%
Volatility 1Y:   258.30%
Volatility 3Y:   -