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

EUWAX
2024-05-28  9:12:27 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.570EUR 0.00% -
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: 11.13
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.07
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.07
Time value: 0.52
Break-even: 70.90
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.60
Theta: -0.01
Omega: 6.71
Rho: 0.19
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.93%
1 Month
  -52.89%
3 Months
  -72.46%
YTD
  -72.33%
1 Year
  -63.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.530
1M High / 1M Low: 1.420 0.530
6M High / 6M Low: 2.240 0.530
High (YTD): 2024-03-01 2.240
Low (YTD): 2024-05-24 0.530
52W High: 2024-03-01 2.240
52W Low: 2024-05-24 0.530
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.998
Avg. volume 1M:   0.000
Avg. price 6M:   1.608
Avg. volume 6M:   0.000
Avg. price 1Y:   1.480
Avg. volume 1Y:   0.000
Volatility 1M:   149.20%
Volatility 6M:   84.61%
Volatility 1Y:   76.57%
Volatility 3Y:   -