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

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
0.190EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 31.27
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.93
Time value: 0.21
Break-even: 77.10
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.30
Theta: -0.01
Omega: 9.44
Rho: 0.10
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -68.33%
3 Months
  -85.27%
YTD
  -85.38%
1 Year
  -81.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.730 0.170
6M High / 6M Low: 1.440 0.170
High (YTD): 2024-03-01 1.440
Low (YTD): 2024-05-24 0.170
52W High: 2024-03-01 1.440
52W Low: 2024-05-24 0.170
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   0.868
Avg. volume 1Y:   0.000
Volatility 1M:   200.62%
Volatility 6M:   115.08%
Volatility 1Y:   100.47%
Volatility 3Y:   -