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BNP Paribas Call 45 JBARF 21.06.2.../  DE000PE00PK2  /

EUWAX
07/06/2024  10:13:24 Chg.-0.280 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.690EUR -28.87% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 45.00 - 21/06/2024 Call
 

Master data

WKN: PE00PK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 21/06/2024
Issue date: 21/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.77
Implied volatility: -
Historic volatility: 0.30
Parity: 0.77
Time value: -0.05
Break-even: 52.20
Moneyness: 1.17
Premium: -0.01
Premium p.a.: -0.25
Spread abs.: 0.04
Spread %: 5.88%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.18%
1 Month
  -15.85%
3 Months  
+32.69%
YTD  
+18.97%
1 Year
  -54.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.690
1M High / 1M Low: 1.120 0.690
6M High / 6M Low: 1.120 0.310
High (YTD): 23/05/2024 1.120
Low (YTD): 28/02/2024 0.310
52W High: 28/07/2023 2.030
52W Low: 28/02/2024 0.310
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   0.956
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   1.024
Avg. volume 1Y:   0.000
Volatility 1M:   152.93%
Volatility 6M:   190.66%
Volatility 1Y:   158.36%
Volatility 3Y:   -