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BNP Paribas Call 45 FRA 21.06.202.../  DE000PE0XKL4  /

EUWAX
2024-06-03  6:09:25 PM Chg.+0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.860EUR +8.86% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 45.00 - 2024-06-21 Call
 

Master data

WKN: PE0XKL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-03-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.81
Implied volatility: 0.54
Historic volatility: 0.28
Parity: 0.81
Time value: 0.03
Break-even: 53.40
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 6.33%
Delta: 0.93
Theta: -0.03
Omega: 5.86
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.910
Low: 0.820
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.67%
1 Month  
+91.11%
3 Months  
+16.22%
YTD
  -28.33%
1 Year
  -9.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.650
1M High / 1M Low: 0.800 0.370
6M High / 6M Low: 1.380 0.290
High (YTD): 2024-01-10 1.240
Low (YTD): 2024-04-16 0.290
52W High: 2023-12-15 1.380
52W Low: 2024-04-16 0.290
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.624
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   0.000
Avg. price 1Y:   0.855
Avg. volume 1Y:   0.000
Volatility 1M:   252.90%
Volatility 6M:   157.62%
Volatility 1Y:   140.83%
Volatility 3Y:   -