BNP Paribas Call 55 BNR 20.12.202.../  DE000PE95P71  /

Frankfurt Zert./BNP
2024-05-31  9:50:12 PM Chg.+0.300 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
8.270EUR +3.76% 8.280
Bid Size: 1,220
8.400
Ask Size: 1,220
BRENNTAG SE NA O.N. 55.00 - 2024-12-20 Call
 

Master data

WKN: PE95P7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 11.96
Intrinsic value: 10.48
Implied volatility: -
Historic volatility: 0.19
Parity: 10.48
Time value: -2.37
Break-even: 63.11
Moneyness: 1.19
Premium: -0.04
Premium p.a.: -0.06
Spread abs.: 0.12
Spread %: 1.50%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.000
High: 8.270
Low: 8.000
Previous Close: 7.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.16%
1 Month
  -6.97%
3 Months
  -12.58%
YTD
  -11.17%
1 Year  
+2.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.270 7.830
1M High / 1M Low: 9.210 7.830
6M High / 6M Low: 9.460 7.830
High (YTD): 2024-03-01 9.460
Low (YTD): 2024-05-29 7.830
52W High: 2024-03-01 9.460
52W Low: 2023-08-04 7.380
Avg. price 1W:   8.044
Avg. volume 1W:   0.000
Avg. price 1M:   8.534
Avg. volume 1M:   0.000
Avg. price 6M:   9.065
Avg. volume 6M:   0.000
Avg. price 1Y:   8.597
Avg. volume 1Y:   0.000
Volatility 1M:   35.12%
Volatility 6M:   16.37%
Volatility 1Y:   17.88%
Volatility 3Y:   -