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BNP Paribas Call 50 BAC 17.01.202.../  DE000PE84ZE8  /

Frankfurt Zert./BNP
2024-09-20  9:50:33 PM Chg.+0.002 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.021EUR +10.53% 0.022
Bid Size: 50,000		 0.091
Ask Size: 50,000		 VERIZON COMM. INC. D... 50.00 - 2025-01-17 Call
 

Master data

WKN: PE84ZE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -1.03
Time value: 0.09
Break-even: 50.91
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.16
Spread abs.: 0.07
Spread %: 313.64%
Delta: 0.20
Theta: -0.01
Omega: 8.70
Rho: 0.02
 

Quote data

Open: 0.019
High: 0.025
Low: 0.019
Previous Close: 0.019
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.59%
1 Month  
+250.00%
3 Months  
+23.53%
YTD
  -12.50%
1 Year  
+10.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.019
1M High / 1M Low: 0.038 0.005
6M High / 6M Low: 0.077 0.005
High (YTD): 2024-02-01 0.090
Low (YTD): 2024-08-23 0.005
52W High: 2024-02-01 0.090
52W Low: 2024-08-23 0.005
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.028
Avg. volume 1Y:   0.000
Volatility 1M:   574.11%
Volatility 6M:   476.61%
Volatility 1Y:   425.70%
Volatility 3Y:   -