BNP Paribas Call 48 1NBA 21.06.2024
/ DE000PE1T4Z1
BNP Paribas Call 48 1NBA 21.06.20.../ DE000PE1T4Z1 /
| 5/10/2024 9:50:21 PM |
Chg.+0.060 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+5.41% |
-
Bid Size: - |
-
Ask Size: - |
ANHEUSER-BUSCH INBEV |
48.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE1T4Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/6/2022 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.18 |
| Parity: |
1.15 |
| Time value: |
0.05 |
| Break-even: |
60.00 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.56% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.05 |
Quote data
| Open: |
1.110 |
| High: |
1.190 |
| Low: |
1.110 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.95% |
| 1 Month |
|
|
+56.00% |
| 3 Months |
|
|
+7.34% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-6.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.880 |
| 1M High / 1M Low: |
1.170 |
0.610 |
| 6M High / 6M Low: |
1.340 |
0.610 |
| High (YTD): |
2/8/2024 |
1.340 |
| Low (YTD): |
4/17/2024 |
0.610 |
| 52W High: |
2/8/2024 |
1.340 |
| 52W Low: |
10/23/2023 |
0.550 |
| Avg. price 1W: |
|
1.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.011 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.901 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
123.48% |
| Volatility 6M: |
|
90.54% |
| Volatility 1Y: |
|
90.51% |
| Volatility 3Y: |
|
- |
