OverviewChartNewsTraderScreen

BNP Paribas Call 48 1NBA 21.06.20.../  DE000PE1T4Z1  /

Frankfurt Zert./BNP
2024-04-26  9:50:25 PM Chg.+0.020 Bid9:55:49 PM Ask9:55:49 PM Underlying Strike price Expiration date Option type
0.820EUR +2.50% 0.810
Bid Size: 3,704		 0.840
Ask Size: 3,572		 ANHEUSER-BUSCH INBEV 48.00 - 2024-06-21 Call
 

Master data

WKN: PE1T4Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ANHEUSER-BUSCH INBEV
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.81
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 0.81
Time value: 0.03
Break-even: 56.40
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 3.70%
Delta: 1.00
Theta: -0.01
Omega: 6.67
Rho: 0.07
 

Quote data

Open: 0.840
High: 0.840
Low: 0.740
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.33%
1 Month
  -3.53%
3 Months
  -19.61%
YTD
  -29.91%
1 Year
  -43.45%
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.800
1M High / 1M Low: 0.870 0.610
6M High / 6M Low: 1.340 0.610
High (YTD): 2024-02-08 1.340
Low (YTD): 2024-04-17 0.610
52W High: 2023-05-04 1.540
52W Low: 2023-10-23 0.550
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.919
Avg. volume 1Y:   0.000
Volatility 1M:   107.28%
Volatility 6M:   89.28%
Volatility 1Y:   87.26%
Volatility 3Y:   -