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BNP Paribas Call 55 TRVC 21.06.20.../  DE000PE13MU1  /

EUWAX
2024-05-10  8:55:38 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR - -
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: 6.68
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.11
Implied volatility: 1.69
Historic volatility: 0.19
Parity: 0.11
Time value: 0.73
Break-even: 63.40
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 15.39
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.59
Theta: -0.24
Omega: 3.96
Rho: 0.01
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.760
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.53%
3 Months  
+121.05%
YTD  
+300.00%
1 Year  
+250.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.840 0.680
6M High / 6M Low: 0.850 0.120
High (YTD): 2024-04-02 0.850
Low (YTD): 2024-01-18 0.160
52W High: 2024-04-02 0.850
52W Low: 2023-10-25 0.021
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   0.000
Avg. price 1Y:   0.240
Avg. volume 1Y:   0.000
Volatility 1M:   163.68%
Volatility 6M:   226.30%
Volatility 1Y:   210.99%
Volatility 3Y:   -