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BNP Paribas Call 58 TRVC 21.06.20.../  DE000PE13MV9  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.+0.010 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% 0.440
Bid Size: 23,500		 0.450
Ask Size: 23,500		 CITIGROUP INC. DL -,... 58.00 - 2024-06-21 Call
 

Master data

WKN: PE13MV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.61
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.19
Parity: -0.08
Time value: 0.42
Break-even: 62.20
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 3.32
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.52
Theta: -0.11
Omega: 7.01
Rho: 0.01
 

Quote data

Open: 0.400
High: 0.440
Low: 0.380
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month     0.00%
3 Months  
+100.00%
YTD  
+223.08%
1 Year  
+223.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.410
1M High / 1M Low: 0.650 0.400
6M High / 6M Low: 0.650 0.056
High (YTD): 2024-05-21 0.650
Low (YTD): 2024-01-18 0.090
52W High: 2024-05-21 0.650
52W Low: 2023-11-01 0.005
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   178.41%
Volatility 6M:   258.60%
Volatility 1Y:   264.50%
Volatility 3Y:   -