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

EUWAX
2024-05-31  6:14:42 PM Chg.-0.009 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR -90.00% -
Bid Size: -
-
Ask Size: -
SCHAEFFLER AG INH. V... 6.50 - 2024-06-21 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: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 144.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -0.58
Time value: 0.04
Break-even: 6.54
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 5.08
Spread abs.: 0.04
Spread %: 4,000.00%
Delta: 0.16
Theta: 0.00
Omega: 22.86
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -92.31%
1 Month
  -96.97%
3 Months
  -99.75%
YTD
  -99.17%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.001
1M High / 1M Low: 0.220 0.001
6M High / 6M Low: 0.500 0.001
High (YTD): 2024-02-29 0.500
Low (YTD): 2024-05-31 0.001
52W High: 2023-06-14 0.750
52W Low: 2024-05-31 0.001
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   97.656
Volatility 1M:   1,112.86%
Volatility 6M:   586.45%
Volatility 1Y:   428.86%
Volatility 3Y:   -