BNP Paribas Call 55 BNR 20.12.2024
/ DE000PE95P71
BNP Paribas Call 55 BNR 20.12.202.../ DE000PE95P71 /
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: |
|
- |