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BNP Paribas Call 65 NAQ 20.12.202.../  DE000PE89HP1  /

Frankfurt Zert./BNP
2024-05-31  9:50:33 PM Chg.-0.010 Bid9:52:50 PM Ask9:52:50 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.230
Bid Size: 10,000		 0.240
Ask Size: 10,000		 NASDAQ INC. DL... 65.00 - 2024-12-20 Call
 

Master data

WKN: PE89HP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.81
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -1.05
Time value: 0.25
Break-even: 67.50
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.32
Theta: -0.01
Omega: 6.89
Rho: 0.08
 

Quote data

Open: 0.240
High: 0.250
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -29.03%
3 Months  
+4.76%
YTD
  -37.14%
1 Year
  -51.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.230
1M High / 1M Low: 0.390 0.230
6M High / 6M Low: 0.500 0.190
High (YTD): 2024-04-11 0.500
Low (YTD): 2024-02-19 0.190
52W High: 2023-06-09 0.510
52W Low: 2023-11-01 0.120
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.328
Avg. volume 1M:   0.000
Avg. price 6M:   0.310
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   159.02%
Volatility 6M:   135.46%
Volatility 1Y:   132.21%
Volatility 3Y:   -