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BNP Paribas Call 55 BSN 21.06.202.../  DE000PE1T5Y1  /

EUWAX
2024-05-31  12:42:47 PM Chg.+0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.430EUR +19.44% -
Bid Size: -		 -
Ask Size: -		 DANONE S.A. EO -,25 55.00 - 2024-06-21 Call
 

Master data

WKN: PE1T5Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.37
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.41
Implied volatility: 0.48
Historic volatility: 0.13
Parity: 0.41
Time value: 0.11
Break-even: 60.20
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.07
Spread %: 15.56%
Delta: 0.76
Theta: -0.06
Omega: 8.69
Rho: 0.02
 

Quote data

Open: 0.410
High: 0.430
Low: 0.410
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month  
+16.22%
3 Months
  -17.31%
YTD
  -21.82%
1 Year
  -17.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.360
1M High / 1M Low: 0.530 0.350
6M High / 6M Low: 0.800 0.270
High (YTD): 2024-02-22 0.800
Low (YTD): 2024-04-16 0.270
52W High: 2024-02-22 0.800
52W Low: 2023-10-02 0.190
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.560
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   145.76%
Volatility 6M:   144.72%
Volatility 1Y:   139.72%
Volatility 3Y:   -