BNP Paribas Call 65 BNR 20.12.2024
/ DE000PE8ZFT5
BNP Paribas Call 65 BNR 20.12.202.../ DE000PE8ZFT5 /
2024-05-16 9:50:12 PM |
Chg.-0.090 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-10.71% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
65.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE8ZFT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
0.60 |
Time value: |
0.27 |
Break-even: |
73.70 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
6.55 |
Rho: |
0.29 |
Quote data
Open: |
0.840 |
High: |
0.850 |
Low: |
0.750 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-46.81% |
1 Month |
|
|
-41.41% |
3 Months |
|
|
-57.14% |
YTD |
|
|
-63.41% |
1 Year |
|
|
-54.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
0.750 |
1M High / 1M Low: |
1.430 |
0.750 |
6M High / 6M Low: |
2.280 |
0.750 |
High (YTD): |
2024-03-01 |
2.280 |
Low (YTD): |
2024-05-16 |
0.750 |
52W High: |
2024-03-01 |
2.280 |
52W Low: |
2024-05-16 |
0.750 |
Avg. price 1W: |
|
1.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.226 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.666 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.508 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
144.45% |
Volatility 6M: |
|
84.34% |
Volatility 1Y: |
|
76.26% |
Volatility 3Y: |
|
- |