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BNP Paribas Call 52 NWT 21.06.202.../  DE000PE89S27  /

EUWAX
2024-05-10  8:43:53 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.920EUR - -
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: 0.920
Low: 0.920
Previous Close: 0.860
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.75%
3 Months  
+135.90%
YTD  
+283.33%
1 Year  
+338.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.920 0.740
6M High / 6M Low: 0.920 0.039
High (YTD): 2024-05-10 0.920
Low (YTD): 2024-01-18 0.090
52W High: 2024-05-10 0.920
52W Low: 2023-11-24 0.039
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.801
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   68.10%
Volatility 6M:   265.02%
Volatility 1Y:   232.28%
Volatility 3Y:   -