BNP Paribas Call 42 1NBA 21.06.2024
/ DE000PE1T4X6
BNP Paribas Call 42 1NBA 21.06.20.../ DE000PE1T4X6 /
| 2024-05-06 8:12:33 AM |
Chg.+0.01 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+0.74% |
-
Bid Size: - |
-
Ask Size: - |
ANHEUSER-BUSCH INBEV |
42.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE1T4X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.18 |
| Parity: |
1.35 |
| Time value: |
0.06 |
| Break-even: |
56.10 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.17% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
0.05 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.86% |
| 1 Month |
|
|
+6.20% |
| 3 Months |
|
|
-27.51% |
| YTD |
|
|
-21.26% |
| 1 Year |
|
|
-32.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.36 |
| 1M High / 1M Low: |
1.44 |
1.17 |
| 6M High / 6M Low: |
1.93 |
1.17 |
| High (YTD): |
2024-02-09 |
1.93 |
| Low (YTD): |
2024-04-17 |
1.17 |
| 52W High: |
2024-02-09 |
1.93 |
| 52W Low: |
2023-10-23 |
0.99 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.42 |
| Avg. volume 1Y: |
|
3.14 |
| Volatility 1M: |
|
71.10% |
| Volatility 6M: |
|
56.73% |
| Volatility 1Y: |
|
62.49% |
| Volatility 3Y: |
|
- |
