OverviewChartNewsTraderScreen

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

EUWAX
2024-06-04  6:09:54 PM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 136.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.32
Parity: -0.86
Time value: 0.06
Break-even: 85.56
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 10.37
Spread abs.: 0.06
Spread %: 5,500.00%
Delta: 0.15
Theta: -0.05
Omega: 20.67
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.66%
1 Year
  -99.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.100 0.001
6M High / 6M Low: 0.460 0.001
High (YTD): 2024-01-02 0.220
Low (YTD): 2024-06-03 0.001
52W High: 2023-06-15 1.220
52W Low: 2024-06-03 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   8,095.238
Avg. price 6M:   0.088
Avg. volume 6M:   1,360
Avg. price 1Y:   0.379
Avg. volume 1Y:   757.647
Volatility 1M:   6,118.01%
Volatility 6M:   2,562.87%
Volatility 1Y:   1,819.62%
Volatility 3Y:   -