BNP Paribas Call 65 BNR 20.12.202.../  DE000PE8ZFT5  /

Frankfurt Zert./BNP
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:   -