BNP Paribas Call 70 BNR 20.12.2024
/ DE000PE95QA1
BNP Paribas Call 70 BNR 20.12.202.../ DE000PE95QA1 /
2024-05-31 9:50:12 PM |
Chg.+0.280 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.800EUR |
+11.11% |
2.820 Bid Size: 1,064 |
2.940 Ask Size: 1,021 |
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: |
24.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-4.52 |
Time value: |
2.67 |
Break-even: |
72.67 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.12 |
Spread %: |
4.71% |
Delta: |
0.41 |
Theta: |
-0.01 |
Omega: |
10.04 |
Rho: |
0.13 |
Quote data
Open: |
2.540 |
High: |
2.800 |
Low: |
2.530 |
Previous Close: |
2.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.45% |
1 Month |
|
|
-52.30% |
3 Months |
|
|
-66.94% |
YTD |
|
|
-65.04% |
1 Year |
|
|
-53.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.800 |
2.390 |
1M High / 1M Low: |
6.700 |
2.390 |
6M High / 6M Low: |
8.470 |
2.390 |
High (YTD): |
2024-03-01 |
8.470 |
Low (YTD): |
2024-05-29 |
2.390 |
52W High: |
2024-03-01 |
8.470 |
52W Low: |
2024-05-29 |
2.390 |
Avg. price 1W: |
|
2.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.287 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.753 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.273 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.00% |
Volatility 6M: |
|
69.83% |
Volatility 1Y: |
|
61.41% |
Volatility 3Y: |
|
- |