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BNP Paribas Call 550 SRT3 20.12.2.../  DE000PE85FE7  /

EUWAX
2024-05-06  3:06:24 PM Chg.-0.002 Bid3:31:37 PM Ask3:31:37 PM Underlying Strike price Expiration date Option type
0.020EUR -9.09% 0.019
Bid Size: 100,000		 0.031
Ask Size: 100,000		 SARTORIUS AG VZO O.N... 550.00 - 2024-12-20 Call
 

Master data

WKN: PE85FE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 2024-12-20
Issue date: 2023-02-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 81.23
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.46
Parity: -2.66
Time value: 0.04
Break-even: 553.50
Moneyness: 0.52
Premium: 0.95
Premium p.a.: 1.91
Spread abs.: 0.01
Spread %: 59.09%
Delta: 0.08
Theta: -0.04
Omega: 6.47
Rho: 0.12
 

Quote data

Open: 0.022
High: 0.022
Low: 0.020
Previous Close: 0.022
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -76.19%
3 Months
  -80.00%
YTD
  -80.00%
1 Year
  -93.75%
3 Years     -
5 Years     -
1W High / 1W Low: 0.026 0.021
1M High / 1M Low: 0.110 0.012
6M High / 6M Low: 0.150 0.012
High (YTD): 2024-03-22 0.150
Low (YTD): 2024-04-19 0.012
52W High: 2023-05-08 0.300
52W Low: 2024-04-19 0.012
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   454.16%
Volatility 6M:   255.93%
Volatility 1Y:   232.55%
Volatility 3Y:   -