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BNP Paribas Call 38 BAC 21.06.202.../  DE000PE84YY9  /

EUWAX
2024-05-31  12:37:54 PM Chg.+0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.230EUR +91.67% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 2024-06-21 Call
 

Master data

WKN: PE84YY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.64
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.22
Parity: -0.01
Time value: 0.30
Break-even: 41.00
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 3.14
Spread abs.: -0.01
Spread %: -3.23%
Delta: 0.54
Theta: -0.08
Omega: 6.83
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.230
Low: 0.220
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.75%
1 Month
  -8.00%
3 Months
  -20.69%
YTD  
+35.29%
1 Year  
+15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.120
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 0.500 0.120
High (YTD): 2024-01-30 0.500
Low (YTD): 2024-05-30 0.120
52W High: 2024-01-30 0.500
52W Low: 2023-10-12 0.037
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   391.04%
Volatility 6M:   241.32%
Volatility 1Y:   224.01%
Volatility 3Y:   -