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BNP Paribas Call 380 SWGAF 21.06..../  DE000PE87T51  /

EUWAX
31/05/2024  10:12:12 Chg.- Bid09:07:06 Ask09:07:06 Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 100,000		 0.051
Ask Size: 100,000		 Swatch Group AG 380.00 - 21/06/2024 Call
 

Master data

WKN: PE87T5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 21/06/2024
Issue date: 15/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 384.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.40
Historic volatility: 0.26
Parity: -18.41
Time value: 0.05
Break-even: 380.51
Moneyness: 0.52
Premium: 0.94
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.02
Theta: -0.10
Omega: 9.44
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -93.33%
1 Year
  -99.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.034 0.001
High (YTD): 03/01/2024 0.012
Low (YTD): 31/05/2024 0.001
52W High: 14/07/2023 0.510
52W Low: 31/05/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.005
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   204.83%
Volatility 1Y:   215.34%
Volatility 3Y:   -