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BNP Paribas Call 58 NWT 21.06.202.../  DE000PE89S43  /

EUWAX
2024-05-23  8:41:34 AM Chg.-0.030 Bid6:39:36 PM Ask6:39:36 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.250
Bid Size: 38,400		 0.260
Ask Size: 38,400		 WELLS FARGO + CO.DL ... 58.00 - 2024-06-21 Call
 

Master data

WKN: PE89S4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.55
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.20
Parity: -0.17
Time value: 0.34
Break-even: 61.40
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 1.99
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.48
Theta: -0.07
Omega: 7.89
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -15.38%
3 Months  
+135.71%
YTD  
+312.50%
1 Year  
+230.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.310
1M High / 1M Low: 0.450 0.280
6M High / 6M Low: 0.450 0.001
High (YTD): 2024-05-16 0.450
Low (YTD): 2024-01-18 0.019
52W High: 2024-05-16 0.450
52W Low: 2023-11-24 0.001
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.348
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.105
Avg. volume 1Y:   0.000
Volatility 1M:   162.07%
Volatility 6M:   1,451.67%
Volatility 1Y:   1,042.57%
Volatility 3Y:   -