BNP Paribas Call 55 BAS 21.06.2024
/ DE000PE4G973
BNP Paribas Call 55 BAS 21.06.202.../ DE000PE4G973 /
2024-05-23 8:24:59 AM |
Chg.-0.003 |
Bid8:33:53 AM |
Ask8:33:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
-8.57% |
0.031 Bid Size: 22,400 |
0.089 Ask Size: 22,400 |
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: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.035 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-64.44% |
1 Month |
|
|
-90.59% |
3 Months |
|
|
-84.76% |
YTD |
|
|
-93.33% |
1 Year |
|
|
-96.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.035 |
1M High / 1M Low: |
0.340 |
0.035 |
6M High / 6M Low: |
0.940 |
0.035 |
High (YTD): |
2024-04-04 |
0.940 |
Low (YTD): |
2024-05-22 |
0.035 |
52W High: |
2023-07-31 |
1.020 |
52W Low: |
2024-05-22 |
0.035 |
Avg. price 1W: |
|
0.055 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.276 |
Avg. volume 6M: |
|
40.323 |
Avg. price 1Y: |
|
0.378 |
Avg. volume 1Y: |
|
39.063 |
Volatility 1M: |
|
208.16% |
Volatility 6M: |
|
286.55% |
Volatility 1Y: |
|
247.65% |
Volatility 3Y: |
|
- |