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

EUWAX
6/11/2024  8:14:00 AM Chg.+0.010 Bid3:25:32 PM Ask3:25:32 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% 0.420
Bid Size: 35,000		 0.460
Ask Size: 35,000		 DANONE S.A. EO -,25 55.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/6/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.64
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 0.60
Historic volatility: 0.13
Parity: 0.43
Time value: 0.08
Break-even: 60.10
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.59
Spread abs.: 0.07
Spread %: 15.91%
Delta: 0.80
Theta: -0.09
Omega: 9.26
Rho: 0.01
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -13.73%
3 Months  
+2.33%
YTD
  -20.00%
1 Year  
+7.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.530 0.360
6M High / 6M Low: 0.800 0.270
High (YTD): 2/22/2024 0.800
Low (YTD): 4/16/2024 0.270
52W High: 2/22/2024 0.800
52W Low: 10/2/2023 0.190
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   0.000
Avg. price 1Y:   0.491
Avg. volume 1Y:   0.000
Volatility 1M:   161.60%
Volatility 6M:   150.05%
Volatility 1Y:   141.23%
Volatility 3Y:   -