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

EUWAX
2024-06-10  8:13:18 AM Chg.-0.050 Bid9:38:36 AM Ask9:38:36 AM Underlying Strike price Expiration date Option type
0.160EUR -23.81% 0.190
Bid Size: 44,000		 0.210
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: 0.160
Low: 0.160
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -36.00%
3 Months
  -36.00%
YTD
  -52.94%
1 Year
  -40.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 0.540 0.086
High (YTD): 2024-02-22 0.540
Low (YTD): 2024-04-16 0.086
52W High: 2024-02-22 0.540
52W Low: 2024-04-16 0.086
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   310.00%
Volatility 6M:   277.78%
Volatility 1Y:   227.72%
Volatility 3Y:   -