OverviewChartNewsTraderScreen

BNP Paribas Call 6.2 SHA 21.06.20.../  DE000PE84NY2  /

EUWAX
2024-05-31  6:14:42 PM Chg.-0.035 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.035EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 SCHAEFFLER AG INH. V... 6.20 - 2024-06-21 Call
 

Master data

WKN: PE84NY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHAEFFLER AG INH. VZO
Type: Warrant
Option type: Call
Strike price: 6.20 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 66.57
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.28
Time value: 0.09
Break-even: 6.29
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.97
Spread abs.: 0.05
Spread %: 106.98%
Delta: 0.31
Theta: 0.00
Omega: 20.45
Rho: 0.00
 

Quote data

Open: 0.045
High: 0.045
Low: 0.035
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.97%
1 Month
  -52.70%
3 Months
  -94.17%
YTD
  -83.33%
1 Year
  -95.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.035
1M High / 1M Low: 0.390 0.035
6M High / 6M Low: 0.720 0.035
High (YTD): 2024-02-29 0.720
Low (YTD): 2024-05-31 0.035
52W High: 2023-06-15 0.890
52W Low: 2024-05-31 0.035
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.348
Avg. volume 1Y:   0.000
Volatility 1M:   1,380.30%
Volatility 6M:   593.71%
Volatility 1Y:   432.14%
Volatility 3Y:   -