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

EUWAX
2024-06-07  6:15:46 PM Chg.+0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.850EUR +4.94% -
Bid Size: -		 -
Ask Size: -		 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: 7.58
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.52
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.52
Time value: 0.34
Break-even: 68.60
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.73
Theta: -0.01
Omega: 5.57
Rho: 0.21
 

Quote data

Open: 0.810
High: 0.860
Low: 0.810
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.59%
1 Month
  -53.30%
3 Months
  -60.09%
YTD
  -65.86%
1 Year
  -51.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.800
1M High / 1M Low: 1.840 0.800
6M High / 6M Low: 2.690 0.800
High (YTD): 2024-03-01 2.690
Low (YTD): 2024-06-04 0.800
52W High: 2024-03-01 2.690
52W Low: 2024-06-04 0.800
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.059
Avg. volume 1M:   0.000
Avg. price 6M:   1.927
Avg. volume 6M:   0.000
Avg. price 1Y:   1.815
Avg. volume 1Y:   0.000
Volatility 1M:   130.46%
Volatility 6M:   74.46%
Volatility 1Y:   66.99%
Volatility 3Y:   -