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BNP Paribas Call 60 TRVC 21.06.20.../  DE000PE13MW7  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.+0.010 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.290
Bid Size: 15,000		 0.300
Ask Size: 15,000		 CITIGROUP INC. DL -,... 60.00 - 2024-06-21 Call
 

Master data

WKN: PE13MW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.19
Parity: -0.28
Time value: 0.27
Break-even: 62.70
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 3.97
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.42
Theta: -0.09
Omega: 8.98
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.280
Low: 0.230
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -6.90%
3 Months  
+92.86%
YTD  
+170.00%
1 Year  
+145.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.260
1M High / 1M Low: 0.480 0.260
6M High / 6M Low: 0.480 0.040
High (YTD): 2024-05-21 0.480
Low (YTD): 2024-01-18 0.064
52W High: 2024-05-21 0.480
52W Low: 2023-11-01 0.001
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.131
Avg. volume 1Y:   0.000
Volatility 1M:   224.36%
Volatility 6M:   310.63%
Volatility 1Y:   436.04%
Volatility 3Y:   -