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BNP Paribas Call 155 TM5 21.06.20.../  DE000PE9CUV7  /

EUWAX
2024-05-17  9:52:26 AM Chg.+0.070 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.840EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 T-MOBILE US INC.DL,-... 155.00 - 2024-06-21 Call
 

Master data

WKN: PE9CUV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: T-MOBILE US INC.DL,-00001
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.95
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.14
Parity: -0.41
Time value: 0.89
Break-even: 163.90
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.48
Theta: -0.16
Omega: 8.16
Rho: 0.06
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.83%
1 Month
  -4.55%
3 Months
  -28.21%
YTD
  -33.33%
1 Year
  -17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.770
1M High / 1M Low: 1.130 0.770
6M High / 6M Low: 1.610 0.610
High (YTD): 2024-01-19 1.610
Low (YTD): 2024-05-16 0.770
52W High: 2024-01-19 1.610
52W Low: 2023-09-06 0.540
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.933
Avg. volume 1M:   0.000
Avg. price 6M:   1.126
Avg. volume 6M:   20.968
Avg. price 1Y:   0.957
Avg. volume 1Y:   10.156
Volatility 1M:   164.99%
Volatility 6M:   120.64%
Volatility 1Y:   122.47%
Volatility 3Y:   -