BNP Paribas Call 55 BAS 21.06.2024
/ DE000PE4G973
BNP Paribas Call 55 BAS 21.06.202.../ DE000PE4G973 /
2024-05-23 11:50:12 AM |
Chg.+0.008 |
Bid11:57:53 AM |
Ask11:57:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
+25.00% |
0.044 Bid Size: 114,000 |
0.054 Ask Size: 114,000 |
BASF SE NA O.N. |
55.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE4G97 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BASF SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-26 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
531.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
-6.60 |
Time value: |
0.09 |
Break-even: |
55.09 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
4.10 |
Spread abs.: |
0.06 |
Spread %: |
175.76% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
30.97 |
Rho: |
0.00 |
Quote data
Open: |
0.032 |
High: |
0.042 |
Low: |
0.032 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-36.51% |
1 Month |
|
|
-86.21% |
3 Months |
|
|
-76.47% |
YTD |
|
|
-91.49% |
1 Year |
|
|
-95.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.032 |
1M High / 1M Low: |
0.340 |
0.032 |
6M High / 6M Low: |
0.950 |
0.032 |
High (YTD): |
2024-04-03 |
0.950 |
Low (YTD): |
2024-05-22 |
0.032 |
52W High: |
2023-07-28 |
1.010 |
52W Low: |
2024-05-22 |
0.032 |
Avg. price 1W: |
|
0.051 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.377 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
263.25% |
Volatility 6M: |
|
311.58% |
Volatility 1Y: |
|
272.84% |
Volatility 3Y: |
|
- |