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BNP Paribas Call 38 CTP2 21.06.20.../  DE000PE9AD19  /

EUWAX
2024-05-24  8:44:11 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 COMCAST CORP. A D... 38.00 - 2024-06-21 Call
 

Master data

WKN: PE9AD1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.19
Parity: -0.25
Time value: 0.12
Break-even: 39.20
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 2.78
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.36
Theta: -0.04
Omega: 10.67
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month     0.00%
3 Months
  -71.11%
YTD
  -81.16%
1 Year
  -75.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.890 0.130
High (YTD): 2024-01-30 0.890
Low (YTD): 2024-05-24 0.130
52W High: 2023-08-15 1.010
52W Low: 2024-05-24 0.130
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   215.17%
Volatility 6M:   167.80%
Volatility 1Y:   134.51%
Volatility 3Y:   -