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

EUWAX
2024-06-05  8:55:56 AM Chg.- Bid8:25:12 AM Ask8:25:12 AM Underlying Strike price Expiration date Option type
0.180EUR - 0.220
Bid Size: 10,000		 0.230
Ask Size: 10,000		 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: 28.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.19
Parity: -0.39
Time value: 0.20
Break-even: 62.00
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 8.85
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.36
Theta: -0.10
Omega: 10.22
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -41.94%
3 Months  
+5.88%
YTD  
+80.00%
1 Year  
+28.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.180
1M High / 1M Low: 0.480 0.180
6M High / 6M Low: 0.480 0.050
High (YTD): 2024-05-22 0.480
Low (YTD): 2024-01-19 0.064
52W High: 2024-05-22 0.480
52W Low: 2023-10-25 0.008
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   264.08%
Volatility 6M:   330.45%
Volatility 1Y:   288.78%
Volatility 3Y:   -