BNP Paribas Call 52 NWT 21.06.2024
/ DE000PE89S27
BNP Paribas Call 52 NWT 21.06.202.../ DE000PE89S27 /
| 2024-05-10 9:50:36 PM |
Chg.+0.050 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
52.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE89S2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.20 |
| Parity: |
0.43 |
| Time value: |
0.52 |
| Break-even: |
61.50 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
2.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
3.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.950 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.47% |
| 3 Months |
|
|
+126.19% |
| YTD |
|
|
+295.83% |
| 1 Year |
|
|
+375.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.950 |
0.730 |
| 6M High / 6M Low: |
0.950 |
0.039 |
| High (YTD): |
2024-05-10 |
0.950 |
| Low (YTD): |
2024-01-18 |
0.090 |
| 52W High: |
2024-05-10 |
0.950 |
| 52W Low: |
2023-11-01 |
0.020 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.251 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
75.28% |
| Volatility 6M: |
|
271.34% |
| Volatility 1Y: |
|
256.87% |
| Volatility 3Y: |
|
- |
