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BNP Paribas Call 60 BNR 20.12.202.../  DE000PE95P89  /

Frankfurt Zert./BNP
2024-05-31  9:50:16 PM Chg.+0.420 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
6.700EUR +6.69% 6.720
Bid Size: 760		 6.840
Ask Size: 760		 BRENNTAG SE NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: PE95P8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 10.17
Leverage: Yes

Calculated values

Fair value: 7.89
Intrinsic value: 5.48
Implied volatility: -
Historic volatility: 0.19
Parity: 5.48
Time value: 0.96
Break-even: 66.44
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.12
Spread %: 1.90%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 6.320
High: 6.700
Low: 6.320
Previous Close: 6.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.54%
1 Month
  -18.49%
3 Months
  -27.80%
YTD
  -26.13%
1 Year
  -11.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.700 6.090
1M High / 1M Low: 8.730 6.090
6M High / 6M Low: 9.280 6.090
High (YTD): 2024-03-01 9.280
Low (YTD): 2024-05-29 6.090
52W High: 2024-03-01 9.280
52W Low: 2024-05-29 6.090
Avg. price 1W:   6.378
Avg. volume 1W:   0.000
Avg. price 1M:   7.396
Avg. volume 1M:   0.000
Avg. price 6M:   8.551
Avg. volume 6M:   0.000
Avg. price 1Y:   8.036
Avg. volume 1Y:   0.000
Volatility 1M:   65.32%
Volatility 6M:   29.71%
Volatility 1Y:   28.82%
Volatility 3Y:   -