OverviewChartNewsTraderScreen

BNP Paribas Call 75 NAQ 20.12.202.../  DE000PE89HR7  /

Frankfurt Zert./BNP
2024-06-04  9:50:33 PM Chg.+0.006 Bid9:57:17 PM Ask9:57:17 PM Underlying Strike price Expiration date Option type
0.056EUR +12.00% 0.056
Bid Size: 11,300		 0.091
Ask Size: 11,300		 NASDAQ INC. DL... 75.00 - 2024-12-20 Call
 

Master data

WKN: PE89HR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.21
Parity: -2.11
Time value: 0.09
Break-even: 75.91
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.88
Spread abs.: 0.04
Spread %: 78.43%
Delta: 0.14
Theta: -0.01
Omega: 8.42
Rho: 0.04
 

Quote data

Open: 0.049
High: 0.057
Low: 0.047
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -37.78%
3 Months
  -16.42%
YTD
  -53.33%
1 Year
  -74.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.050
1M High / 1M Low: 0.110 0.050
6M High / 6M Low: 0.180 0.041
High (YTD): 2024-04-11 0.180
Low (YTD): 2024-02-19 0.041
52W High: 2023-06-09 0.240
52W Low: 2023-11-01 0.035
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   202.34%
Volatility 6M:   186.31%
Volatility 1Y:   173.56%
Volatility 3Y:   -