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BNP Paribas Call 75 BNR 20.12.202.../  DE000PE8ZFV1  /

Frankfurt Zert./BNP
2024-05-16  9:50:14 PM Chg.-0.050 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.280EUR -15.15% 0.280
Bid Size: 10,000		 0.300
Ask Size: 10,000		 BRENNTAG SE NA O.N. 75.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZFV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.73
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -0.40
Time value: 0.36
Break-even: 78.60
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.45
Theta: -0.01
Omega: 8.97
Rho: 0.17
 

Quote data

Open: 0.340
High: 0.340
Low: 0.280
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -61.64%
1 Month
  -58.21%
3 Months
  -72.82%
YTD
  -78.29%
1 Year
  -74.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.280
1M High / 1M Low: 0.740 0.280
6M High / 6M Low: 1.470 0.280
High (YTD): 2024-03-01 1.470
Low (YTD): 2024-05-16 0.280
52W High: 2024-03-01 1.470
52W Low: 2024-05-16 0.280
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.969
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   198.32%
Volatility 6M:   114.76%
Volatility 1Y:   99.62%
Volatility 3Y:   -