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

EUWAX
05/06/2024  18:16:08 Chg.-0.049 Bid20:48:35 Ask20:48:35 Underlying Strike price Expiration date Option type
0.011EUR -81.67% 0.014
Bid Size: 10,000
0.036
Ask Size: 10,000
EVONIK INDUSTRIES NA... 19.00 - 21/06/2024 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: 21/06/2024
Issue date: 10/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.73
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.07
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.07
Time value: 0.03
Break-even: 20.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 66.67%
Delta: 0.72
Theta: -0.02
Omega: 14.27
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.018
Low: 0.010
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -90.00%
3 Months
  -42.11%
YTD
  -89.00%
1 Year
  -94.50%
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): 14/05/2024 0.180
Low (YTD): 18/03/2024 0.010
52W High: 28/07/2023 0.200
52W Low: 18/03/2024 0.010
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   80
Avg. price 1Y:   0.089
Avg. volume 1Y:   78.125
Volatility 1M:   212.07%
Volatility 6M:   297.68%
Volatility 1Y:   245.48%
Volatility 3Y:   -