OverviewChartNewsTraderScreen

BNP Paribas Call 85 NDA 21.06.202.../  DE000PE85MV7  /

Frankfurt Zert./BNP
2024-05-23  8:20:58 AM Chg.0.000 Bid8:44:02 AM Ask8:44:02 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000		 0.044
Ask Size: 10,000		 AURUBIS AG 85.00 - 2024-06-21 Call
 

Master data

WKN: PE85MV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 85.60
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -0.71
Time value: 0.09
Break-even: 85.91
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 2.29
Spread abs.: 0.05
Spread %: 111.63%
Delta: 0.21
Theta: -0.04
Omega: 18.39
Rho: 0.01
 

Quote data

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

Performance

1 Week
  -95.24%
1 Month
  -97.67%
3 Months     0.00%
YTD
  -99.64%
1 Year
  -99.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.001
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.520 0.001
High (YTD): 2024-01-02 0.210
Low (YTD): 2024-05-22 0.001
52W High: 2023-06-14 1.220
52W Low: 2024-05-22 0.001
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.403
Avg. volume 1Y:   0.000
Volatility 1M:   6,098.15%
Volatility 6M:   2,745.65%
Volatility 1Y:   1,940.19%
Volatility 3Y:   -