BNP Paribas Call 55 BNR 20.12.2024
/ DE000PE95P71
BNP Paribas Call 55 BNR 20.12.202.../ DE000PE95P71 /
| 2024-04-30 6:12:06 PM |
Chg.-0.05 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.90EUR |
-0.56% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
21.64 |
| Intrinsic value: |
20.28 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
20.28 |
| Time value: |
-11.20 |
| Break-even: |
64.08 |
| Moneyness: |
1.37 |
| Premium: |
-0.15 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
0.13 |
| Spread %: |
1.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.95 |
| High: |
8.95 |
| Low: |
8.90 |
| Previous Close: |
8.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.23% |
| 1 Month |
|
|
-3.37% |
| 3 Months |
|
|
-3.99% |
| YTD |
|
|
-4.51% |
| 1 Year |
|
|
+12.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.01 |
8.88 |
| 1M High / 1M Low: |
9.15 |
8.77 |
| 6M High / 6M Low: |
9.44 |
7.98 |
| High (YTD): |
2024-03-01 |
9.44 |
| Low (YTD): |
2024-04-22 |
8.77 |
| 52W High: |
2024-03-01 |
9.44 |
| 52W Low: |
2023-08-04 |
7.38 |
| Avg. price 1W: |
|
8.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
13.41% |
| Volatility 6M: |
|
11.18% |
| Volatility 1Y: |
|
15.38% |
| Volatility 3Y: |
|
- |
