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BNP Paribas Call 55 NWT 21.06.202.../  DE000PE89S35  /

EUWAX
2024-06-07  10:14:33 AM Chg.-0.070 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.280EUR -20.00% 0.280
Bid Size: 17,500		 0.290
Ask Size: 17,500		 WELLS FARGO + CO.DL ... 55.00 - 2024-06-21 Call
 

Master data

WKN: PE89S3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.28
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.20
Parity: -0.20
Time value: 0.29
Break-even: 57.90
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 9.01
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.45
Theta: -0.13
Omega: 8.31
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.71%
1 Month
  -46.15%
3 Months
  -33.33%
YTD  
+100.00%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.710 0.350
6M High / 6M Low: 0.710 0.044
High (YTD): 2024-05-16 0.710
Low (YTD): 2024-01-18 0.044
52W High: 2024-05-16 0.710
52W Low: 2023-11-24 0.009
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   180.47%
Volatility 6M:   323.18%
Volatility 1Y:   349.52%
Volatility 3Y:   -