BNP Paribas Call 60 BNR 20.09.2024
/ DE000PN95QB0
BNP Paribas Call 60 BNR 20.09.202.../ DE000PN95QB0 /
| 2024-06-05 9:50:12 PM |
Chg.+0.290 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.000EUR |
+5.08% |
6.020
Bid Size: 500 |
6.140
Ask Size: 500 |
BRENNTAG SE NA O.N. |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN95QB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.89 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
4.46 |
| Time value: |
1.34 |
| Break-even: |
65.80 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
1.93% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
9.02 |
| Rho: |
0.14 |
Quote data
| Open: |
5.780 |
| High: |
6.310 |
| Low: |
5.680 |
| Previous Close: |
5.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.09% |
| 1 Month |
|
|
-31.27% |
| 3 Months |
|
|
-36.17% |
| YTD |
|
|
-35.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.640 |
5.710 |
| 1M High / 1M Low: |
9.070 |
5.710 |
| 6M High / 6M Low: |
9.470 |
5.710 |
| High (YTD): |
2024-03-01 |
9.470 |
| Low (YTD): |
2024-06-04 |
5.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.23% |
| Volatility 6M: |
|
38.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
