BNP Paribas Call 75 SCHW 20.12.20.../  DE000PE899T3  /

EUWAX
2024-10-31  8:41:17 AM Chg.-0.040 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.100EUR -28.57% -
Bid Size: -
-
Ask Size: -
Charles Schwab Corpo... 75.00 - 2024-12-20 Call
 

Master data

WKN: PE899T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.53
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -0.95
Time value: 0.11
Break-even: 76.10
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 2.00
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.21
Theta: -0.03
Omega: 12.60
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month  
+44.93%
3 Months
  -33.33%
YTD
  -84.38%
1 Year
  -23.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.190 0.055
6M High / 6M Low: 0.920 0.055
High (YTD): 2024-05-20 0.920
Low (YTD): 2024-10-03 0.055
52W High: 2024-05-20 0.920
52W Low: 2024-10-03 0.055
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   621.02%
Volatility 6M:   352.26%
Volatility 1Y:   286.73%
Volatility 3Y:   -