BNP Paribas Call 48 NWT 21.06.2024
/ DE000PE89S01
BNP Paribas Call 48 NWT 21.06.202.../ DE000PE89S01 /
| 5/10/2024 9:50:28 PM |
Chg.+0.050 |
Bid9:50:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+3.97% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
48.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE89S0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.54 |
| Break-even: |
60.90 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
2.87 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.27% |
| Delta: |
0.71 |
| Theta: |
-0.16 |
| Omega: |
3.07 |
| Rho: |
0.02 |
Quote data
| Open: |
1.280 |
| High: |
1.320 |
| Low: |
1.250 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.93% |
| 3 Months |
|
|
+74.67% |
| YTD |
|
|
+211.90% |
| 1 Year |
|
|
+336.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.310 |
1.080 |
| 6M High / 6M Low: |
1.310 |
0.140 |
| High (YTD): |
5/10/2024 |
1.310 |
| Low (YTD): |
1/18/2024 |
0.220 |
| 52W High: |
5/10/2024 |
1.310 |
| 52W Low: |
11/1/2023 |
0.075 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.415 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
47.02% |
| Volatility 6M: |
|
179.62% |
| Volatility 1Y: |
|
178.14% |
| Volatility 3Y: |
|
- |
