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BNP Paribas Call 6 SHA 21.06.2024/  DE000PE84NX4  /

Frankfurt Zert./BNP
2024-06-07  9:20:22 PM Chg.+0.010 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.080EUR +14.29% 0.080
Bid Size: 10,000		 0.130
Ask Size: 10,000		 SCHAEFFLER AG INH. V... 6.00 - 2024-06-21 Call
 

Master data

WKN: PE84NX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SCHAEFFLER AG INH. VZO
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 45.46
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.28
Parity: -0.09
Time value: 0.13
Break-even: 6.13
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.79
Spread abs.: 0.05
Spread %: 62.50%
Delta: 0.44
Theta: -0.01
Omega: 19.84
Rho: 0.00
 

Quote data

Open: 0.058
High: 0.080
Low: 0.052
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -80.95%
3 Months
  -85.19%
YTD
  -71.43%
1 Year
  -91.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.057
1M High / 1M Low: 0.520 0.057
6M High / 6M Low: 0.860 0.057
High (YTD): 2024-02-29 0.860
Low (YTD): 2024-06-04 0.057
52W High: 2023-06-14 1.000
52W Low: 2024-06-04 0.057
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.373
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   343.65%
Volatility 6M:   423.58%
Volatility 1Y:   313.25%
Volatility 3Y:   -