OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
2024-05-30  9:50:11 PM Chg.+0.020 Bid9:53:09 PM Ask9:53:09 PM Underlying Strike price Expiration date Option type
0.540EUR +3.85% 0.550
Bid Size: 5,455		 0.570
Ask Size: 5,264		 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: 12.22
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.03
Time value: 0.53
Break-even: 70.30
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.57
Theta: -0.01
Omega: 7.00
Rho: 0.18
 

Quote data

Open: 0.500
High: 0.550
Low: 0.490
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month
  -55.74%
3 Months
  -74.53%
YTD
  -73.66%
1 Year
  -65.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.520
1M High / 1M Low: 1.430 0.520
6M High / 6M Low: 2.280 0.520
High (YTD): 2024-03-01 2.280
Low (YTD): 2024-05-29 0.520
52W High: 2024-03-01 2.280
52W Low: 2024-05-29 0.520
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.943
Avg. volume 1M:   0.000
Avg. price 6M:   1.593
Avg. volume 6M:   0.000
Avg. price 1Y:   1.472
Avg. volume 1Y:   0.000
Volatility 1M:   144.63%
Volatility 6M:   85.53%
Volatility 1Y:   77.86%
Volatility 3Y:   -