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BNP Paribas Call 55 BAS 21.06.202.../  DE000PE4G973  /

Frankfurt Zert./BNP
2024-05-23  9:20:24 AM Chg.+0.005 Bid9:42:38 AM Ask9:42:38 AM Underlying Strike price Expiration date Option type
0.037EUR +15.63% 0.039
Bid Size: 114,000		 0.051
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: 0.037
Low: 0.032
Previous Close: 0.032
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.27%
1 Month
  -87.24%
3 Months
  -78.24%
YTD
  -92.13%
1 Year
  -96.26%
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:   -