BNP Paribas Call 55 TRVC 21.06.2024
/ DE000PE13MU1
BNP Paribas Call 55 TRVC 21.06.20.../ DE000PE13MU1 /
| 2024-05-10 9:50:23 PM |
Chg.+0.010 |
Bid9:52:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+1.22% |
-
Bid Size: - |
-
Ask Size: - |
CITIGROUP INC. DL -,... |
55.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE13MU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CITIGROUP INC. DL -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
2.41 |
| Historic volatility: |
0.20 |
| Parity: |
0.01 |
| Time value: |
0.82 |
| Break-even: |
63.30 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.19% |
| Delta: |
0.58 |
| Theta: |
-0.45 |
| Omega: |
3.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+88.64% |
| YTD |
|
|
+295.24% |
| 1 Year |
|
|
+196.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.830 |
0.150 |
| High (YTD): |
2024-05-10 |
0.830 |
| Low (YTD): |
2024-01-18 |
0.160 |
| 52W High: |
2024-05-10 |
0.830 |
| 52W Low: |
2023-10-31 |
0.014 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.240 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
207.28% |
| Volatility 1Y: |
|
214.39% |
| Volatility 3Y: |
|
- |
