OverviewChartNewsTraderScreen

BNP Paribas Call 14 SZU 21.06.202.../  DE000PE87SZ1  /

EUWAX
2024-05-28  11:08:18 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.270EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SUEDZUCKER AG O.N. 14.00 - 2024-06-21 Call
 

Master data

WKN: PE87SZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 44.68
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -0.15
Time value: 0.31
Break-even: 14.31
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.64
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.46
Theta: -0.01
Omega: 20.68
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month  
+50.00%
3 Months
  -32.50%
YTD
  -79.07%
1 Year
  -91.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.250
1M High / 1M Low: 0.450 0.210
6M High / 6M Low: 1.470 0.140
High (YTD): 2024-01-02 1.450
Low (YTD): 2024-04-16 0.140
52W High: 2023-07-12 3.830
52W Low: 2024-04-16 0.140
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   1.515
Avg. volume 1Y:   0.000
Volatility 1M:   388.71%
Volatility 6M:   245.58%
Volatility 1Y:   189.90%
Volatility 3Y:   -