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BNP Paribas Call 19 EVK 21.06.202.../  DE000PE8ZV84  /

EUWAX
2024-05-16  12:15:51 PM Chg.-0.010 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 40,000		 0.130
Ask Size: 40,000		 EVONIK INDUSTRIES NA... 19.00 - 2024-06-21 Call
 

Master data

WKN: PE8ZV8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.36
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.17
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 0.17
Time value: 0.03
Break-even: 21.00
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 53.85%
Delta: 0.82
Theta: -0.01
Omega: 8.50
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month  
+34.15%
3 Months  
+307.41%
YTD  
+10.00%
1 Year
  -42.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.180 0.066
6M High / 6M Low: 0.180 0.010
High (YTD): 2024-05-14 0.180
Low (YTD): 2024-03-18 0.010
52W High: 2023-05-24 0.250
52W Low: 2024-03-18 0.010
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   80.645
Avg. price 1Y:   0.093
Avg. volume 1Y:   97.656
Volatility 1M:   227.38%
Volatility 6M:   298.98%
Volatility 1Y:   243.75%
Volatility 3Y:   -