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BNP Paribas Call 55 SHL 21.06.202.../  DE000PE84RL0  /

EUWAX
2024-06-17  8:11:11 AM Chg.-0.018 Bid1:32:54 PM Ask1:32:54 PM Underlying Strike price Expiration date Option type
0.007EUR -72.00% 0.001
Bid Size: 15,100		 0.040
Ask Size: 15,100		 SIEMENS HEALTH.AG NA... 55.00 - 2024-06-21 Call
 

Master data

WKN: PE84RL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 134.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.14
Time value: 0.04
Break-even: 55.40
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 18.03
Spread abs.: 0.03
Spread %: 263.64%
Delta: 0.29
Theta: -0.10
Omega: 38.57
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.25%
1 Month
  -93.64%
3 Months
  -98.11%
YTD
  -97.81%
1 Year
  -98.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.025
1M High / 1M Low: 0.110 0.022
6M High / 6M Low: 0.450 0.022
High (YTD): 2024-03-08 0.450
Low (YTD): 2024-06-04 0.022
52W High: 2023-06-19 0.510
52W Low: 2024-06-04 0.022
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   0.000
Volatility 1M:   768.33%
Volatility 6M:   355.88%
Volatility 1Y:   277.22%
Volatility 3Y:   -