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BNP Paribas Call 60 BNR 20.12.202.../  DE000PE0XHZ0  /

EUWAX
2024-05-30  1:16:55 PM Chg.-0.020 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.790EUR -2.47% 0.790
Bid Size: 20,500		 0.800
Ask Size: 20,500		 BRENNTAG SE NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: PE0XHZ
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: 2023-03-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.47
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.47
Time value: 0.36
Break-even: 68.30
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.73
Theta: -0.01
Omega: 5.67
Rho: 0.22
 

Quote data

Open: 0.800
High: 0.800
Low: 0.790
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.20%
1 Month
  -50.93%
3 Months
  -69.02%
YTD
  -68.27%
1 Year
  -58.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.810
1M High / 1M Low: 1.840 0.810
6M High / 6M Low: 2.690 0.810
High (YTD): 2024-03-01 2.690
Low (YTD): 2024-05-29 0.810
52W High: 2024-03-01 2.690
52W Low: 2024-05-29 0.810
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   1.307
Avg. volume 1M:   0.000
Avg. price 6M:   2.000
Avg. volume 6M:   0.000
Avg. price 1Y:   1.845
Avg. volume 1Y:   0.000
Volatility 1M:   122.84%
Volatility 6M:   71.66%
Volatility 1Y:   67.05%
Volatility 3Y:   -