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BNP Paribas Call 55 BSN 21.06.202.../  DE000PE1T5Y1  /

EUWAX
2024-05-17  8:13:26 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.510EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DANONE S.A. EO -,25 55.00 - 2024-06-21 Call
 

Master data

WKN: PE1T5Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.33
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.49
Implied volatility: 0.35
Historic volatility: 0.13
Parity: 0.49
Time value: 0.09
Break-even: 60.80
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 9.43%
Delta: 0.82
Theta: -0.03
Omega: 8.44
Rho: 0.04
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+41.67%
3 Months
  -27.14%
YTD
  -7.27%
1 Year
  -36.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.510
1M High / 1M Low: 0.530 0.350
6M High / 6M Low: 0.800 0.270
High (YTD): 2024-02-22 0.800
Low (YTD): 2024-04-16 0.270
52W High: 2024-02-22 0.800
52W Low: 2023-10-02 0.190
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.572
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   188.71%
Volatility 6M:   139.54%
Volatility 1Y:   137.56%
Volatility 3Y:   -