OverviewChartNewsTraderScreen

BNP Paribas Call 70 BNR 20.12.202.../  DE000PE8ZFU3  /

Frankfurt Zert./BNP
2024-05-17  3:20:53 PM Chg.-0.030 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.450EUR -6.25% 0.450
Bid Size: 28,100		 0.460
Ask Size: 28,100		 BRENNTAG SE NA O.N. 70.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZFU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.24
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.02
Time value: 0.49
Break-even: 74.90
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.58
Theta: -0.01
Omega: 8.29
Rho: 0.21
 

Quote data

Open: 0.470
High: 0.480
Low: 0.430
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -52.13%
3 Months
  -67.15%
YTD
  -72.73%
1 Year
  -66.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.480
1M High / 1M Low: 1.060 0.480
6M High / 6M Low: 1.860 0.480
High (YTD): 2024-03-01 1.860
Low (YTD): 2024-05-16 0.480
52W High: 2024-03-01 1.860
52W Low: 2024-05-16 0.480
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   1.293
Avg. volume 6M:   0.000
Avg. price 1Y:   1.176
Avg. volume 1Y:   3.906
Volatility 1M:   170.87%
Volatility 6M:   98.69%
Volatility 1Y:   87.66%
Volatility 3Y:   -