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

EUWAX
2024-06-04  8:43:44 AM Chg.- Bid8:15:11 AM Ask8:15:07 AM Underlying Strike price Expiration date Option type
0.048EUR - 0.056
Bid Size: 10,000		 -
Ask Size: -		 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: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.39%
1 Month
  -44.19%
3 Months
  -26.15%
YTD
  -60.00%
1 Year
  -77.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.048
1M High / 1M Low: 0.110 0.048
6M High / 6M Low: 0.190 0.048
High (YTD): 2024-04-12 0.190
Low (YTD): 2024-06-04 0.048
52W High: 2023-06-09 0.240
52W Low: 2024-06-04 0.048
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   213.17%
Volatility 6M:   175.98%
Volatility 1Y:   168.22%
Volatility 3Y:   -