BNP Paribas Call 48 1NBA 21.06.2024
/ DE000PE1T4Z1
BNP Paribas Call 48 1NBA 21.06.20.../ DE000PE1T4Z1 /
10/05/2024 21:50:21 |
Chg.+0.060 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+5.41% |
- Bid Size: - |
- Ask Size: - |
ANHEUSER-BUSCH INBEV |
48.00 - |
21/06/2024 |
Call |
Master data
WKN: |
PE1T4Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ANHEUSER-BUSCH INBEV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
21/06/2024 |
Issue date: |
06/09/2022 |
Last trading day: |
13/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.97 |
Implied volatility: |
1.14 |
Historic volatility: |
0.18 |
Parity: |
0.97 |
Time value: |
0.23 |
Break-even: |
60.00 |
Moneyness: |
1.20 |
Premium: |
0.04 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.03 |
Spread %: |
2.56% |
Delta: |
0.79 |
Theta: |
-0.11 |
Omega: |
3.79 |
Rho: |
0.02 |
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 |
|
|
0.00% |
1 Month |
|
|
+46.25% |
3 Months |
|
|
+34.48% |
YTD |
|
|
0.00% |
1 Year |
|
|
+44.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.170 |
0.780 |
6M High / 6M Low: |
1.340 |
0.610 |
High (YTD): |
08/02/2024 |
1.340 |
Low (YTD): |
17/04/2024 |
0.610 |
52W High: |
08/02/2024 |
1.340 |
52W Low: |
23/10/2023 |
0.550 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.927 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.003 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.894 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.68% |
Volatility 6M: |
|
94.15% |
Volatility 1Y: |
|
90.38% |
Volatility 3Y: |
|
- |