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

Frankfurt Zert./BNP
2024-06-12  9:50:21 PM Chg.+0.240 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
6.770EUR +3.68% 6.790
Bid Size: 800		 6.910
Ask Size: 800		 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: 9.89
Leverage: Yes

Calculated values

Fair value: 7.97
Intrinsic value: 5.88
Implied volatility: -
Historic volatility: 0.19
Parity: 5.88
Time value: 0.78
Break-even: 66.66
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.12
Spread %: 1.83%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 6.630
High: 6.840
Low: 6.560
Previous Close: 6.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.32%
1 Month
  -22.27%
3 Months
  -23.24%
YTD
  -25.36%
1 Year
  -10.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.530 6.110
1M High / 1M Low: 8.730 6.070
6M High / 6M Low: 9.280 6.070
High (YTD): 2024-03-01 9.280
Low (YTD): 2024-06-04 6.070
52W High: 2024-03-01 9.280
52W Low: 2024-06-04 6.070
Avg. price 1W:   6.248
Avg. volume 1W:   0.000
Avg. price 1M:   6.664
Avg. volume 1M:   0.000
Avg. price 6M:   8.414
Avg. volume 6M:   0.000
Avg. price 1Y:   7.997
Avg. volume 1Y:   0.000
Volatility 1M:   74.01%
Volatility 6M:   33.43%
Volatility 1Y:   29.92%
Volatility 3Y:   -