BNP Paribas Call 6.5 SHA 21.06.20.../  DE000PE84NZ9  /

Frankfurt Zert./BNP
6/7/2024  9:20:27 PM Chg.0.000 Bid6/7/2024 Ask6/7/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.041
Ask Size: 10,000
SCHAEFFLER AG INH. V... 6.50 - 6/21/2024 Call
 

Master data

WKN: PE84NZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHAEFFLER AG INH. VZO
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 6/21/2024
Issue date: 2/14/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 144.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -0.59
Time value: 0.04
Break-even: 6.54
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 16.26
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.16
Theta: 0.00
Omega: 22.42
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.38%
3 Months
  -99.62%
YTD
  -99.17%
1 Year
  -99.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.220 0.001
6M High / 6M Low: 0.490 0.001
High (YTD): 2/29/2024 0.490
Low (YTD): 6/7/2024 0.001
52W High: 6/15/2023 0.750
52W Low: 6/7/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   240
Avg. price 1Y:   0.229
Avg. volume 1Y:   312.500
Volatility 1M:   660.82%
Volatility 6M:   796.82%
Volatility 1Y:   573.29%
Volatility 3Y:   -