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BNP Paribas Call 58 BSN 21.06.202.../  DE000PE1T5Z8  /

Frankfurt Zert./BNP
2024-06-10  1:21:08 PM Chg.-0.020 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.180EUR -10.00% 0.180
Bid Size: 44,000		 0.200
Ask Size: 44,000		 DANONE S.A. EO -,25 58.00 - 2024-06-21 Call
 

Master data

WKN: PE1T5Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-06-21
Issue date: 2022-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.01
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.20
Implied volatility: 0.26
Historic volatility: 0.13
Parity: 0.20
Time value: 0.04
Break-even: 60.40
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 26.32%
Delta: 0.79
Theta: -0.04
Omega: 19.85
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.200
Low: 0.160
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -28.00%
3 Months
  -18.18%
YTD
  -47.06%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.560 0.095
High (YTD): 2024-01-29 0.560
Low (YTD): 2024-04-04 0.095
52W High: 2024-01-29 0.560
52W Low: 2023-10-02 0.090
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   205.41%
Volatility 6M:   232.94%
Volatility 1Y:   202.10%
Volatility 3Y:   -