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BNP Paribas Call 70 BNR 20.12.202.../  DE000PE95QA1  /

Frankfurt Zert./BNP
2024-06-05  9:50:14 PM Chg.+0.200 Bid9:51:42 PM Ask9:51:42 PM Underlying Strike price Expiration date Option type
2.500EUR +8.70% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 70.00 - 2024-12-20 Call
 

Master data

WKN: PE95QA
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: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 26.97
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -5.54
Time value: 2.39
Break-even: 72.39
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.11
Spread %: 4.82%
Delta: 0.37
Theta: -0.01
Omega: 10.08
Rho: 0.12
 

Quote data

Open: 2.320
High: 2.650
Low: 2.270
Previous Close: 2.300
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -0.79%
1 Month
  -59.81%
3 Months
  -69.88%
YTD
  -68.79%
1 Year
  -60.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.800 2.300
1M High / 1M Low: 6.700 2.300
6M High / 6M Low: 8.470 2.300
High (YTD): 2024-03-01 8.470
Low (YTD): 2024-06-04 2.300
52W High: 2024-03-01 8.470
52W Low: 2024-06-04 2.300
Avg. price 1W:   2.490
Avg. volume 1W:   0.000
Avg. price 1M:   3.887
Avg. volume 1M:   0.000
Avg. price 6M:   6.639
Avg. volume 6M:   0.000
Avg. price 1Y:   6.228
Avg. volume 1Y:   0.000
Volatility 1M:   152.56%
Volatility 6M:   74.32%
Volatility 1Y:   63.98%
Volatility 3Y:   -