BNP Paribas Call 60 BNR 20.09.2024
/ DE000PN95QB0
BNP Paribas Call 60 BNR 20.09.202.../ DE000PN95QB0 /
| 2024-05-31 6:14:53 PM |
Chg.+0.26 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.47EUR |
+4.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.81 |
| Intrinsic value: |
5.48 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.19 |
| Parity: |
5.48 |
| Time value: |
0.80 |
| Break-even: |
66.28 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
1.95% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
9.81 |
| Rho: |
0.17 |
Quote data
| Open: |
6.20 |
| High: |
6.47 |
| Low: |
6.16 |
| Previous Close: |
6.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.56% |
| 1 Month |
|
|
-24.15% |
| 3 Months |
|
|
-31.61% |
| YTD |
|
|
-30.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.47 |
5.77 |
| 1M High / 1M Low: |
9.05 |
5.77 |
| 6M High / 6M Low: |
9.46 |
5.77 |
| High (YTD): |
2024-03-01 |
9.46 |
| Low (YTD): |
2024-05-29 |
5.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.04% |
| Volatility 6M: |
|
33.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
