BNP Paribas Call 60 BNR 20.12.2024
/ DE000PE95P89
BNP Paribas Call 60 BNR 20.12.202.../ DE000PE95P89 /
2024-06-05 6:12:00 PM |
Chg.+0.20 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.19EUR |
+3.34% |
- Bid Size: - |
- Ask Size: - |
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: |
10.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.01 |
Intrinsic value: |
4.46 |
Implied volatility: |
0.13 |
Historic volatility: |
0.19 |
Parity: |
4.46 |
Time value: |
1.70 |
Break-even: |
66.16 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.11 |
Spread %: |
1.82% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
8.85 |
Rho: |
0.26 |
Quote data
Open: |
6.10 |
High: |
6.41 |
Low: |
6.10 |
Previous Close: |
5.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.31% |
1 Month |
|
|
-26.48% |
3 Months |
|
|
-32.79% |
YTD |
|
|
-31.83% |
1 Year |
|
|
-19.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.57 |
5.99 |
1M High / 1M Low: |
8.71 |
5.99 |
6M High / 6M Low: |
9.26 |
5.99 |
High (YTD): |
2024-03-01 |
9.26 |
Low (YTD): |
2024-06-04 |
5.99 |
52W High: |
2024-03-01 |
9.26 |
52W Low: |
2024-06-04 |
5.99 |
Avg. price 1W: |
|
6.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.02 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
65.39% |
Volatility 6M: |
|
30.76% |
Volatility 1Y: |
|
29.30% |
Volatility 3Y: |
|
- |