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

EUWAX
6/11/2024  8:43:59 AM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.590EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Charles Schwab Corpo... 75.00 - 12/20/2024 Call
 

Master data

WKN: PE899T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.67
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -0.61
Time value: 0.59
Break-even: 80.90
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.36
Spread abs.: -0.02
Spread %: -3.28%
Delta: 0.46
Theta: -0.02
Omega: 5.41
Rho: 0.14
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.46%
1 Month
  -19.18%
3 Months  
+47.50%
YTD
  -7.81%
1 Year  
+55.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.500
1M High / 1M Low: 0.920 0.420
6M High / 6M Low: 0.920 0.240
High (YTD): 5/20/2024 0.920
Low (YTD): 2/7/2024 0.240
52W High: 5/20/2024 0.920
52W Low: 10/25/2023 0.080
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   0.510
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   211.59%
Volatility 6M:   160.07%
Volatility 1Y:   192.92%
Volatility 3Y:   -