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BNP Paribas Call 38 BAC 21.06.202.../  DE000PE84YY9  /

EUWAX
2024-06-12  8:10:49 AM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.240EUR +4.35% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 2024-06-21 Call
 

Master data

WKN: PE84YY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.22
Parity: -0.04
Time value: 0.23
Break-even: 40.30
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 15.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.51
Theta: -0.14
Omega: 8.37
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -7.69%
3 Months
  -7.69%
YTD  
+41.18%
1 Year  
+26.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.350 0.120
6M High / 6M Low: 0.500 0.120
High (YTD): 2024-01-30 0.500
Low (YTD): 2024-05-30 0.120
52W High: 2024-01-30 0.500
52W Low: 2023-10-12 0.037
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   399.05%
Volatility 6M:   246.05%
Volatility 1Y:   227.49%
Volatility 3Y:   -