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BNP Paribas Call 32 AXA 21.06.202.../  DE000PE85NZ6  /

EUWAX
2024-06-07  8:19:58 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AXA S.A. INH. EO... 32.00 - 2024-06-21 Call
 

Master data

WKN: PE85NZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.71
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.44
Historic volatility: 0.16
Parity: 0.14
Time value: 0.06
Break-even: 34.00
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.58
Spread abs.: 0.06
Spread %: 42.86%
Delta: 0.71
Theta: -0.04
Omega: 11.89
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -27.78%
3 Months
  -31.58%
YTD  
+154.90%
1 Year  
+83.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: 0.330 0.031
High (YTD): 2024-04-04 0.330
Low (YTD): 2024-01-11 0.031
52W High: 2024-04-04 0.330
52W Low: 2023-07-10 0.025
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.099
Avg. volume 1Y:   0.000
Volatility 1M:   196.25%
Volatility 6M:   253.47%
Volatility 1Y:   233.24%
Volatility 3Y:   -