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BNP Paribas Call 75 BNR 20.12.202.../  DE000PE95QB9  /

Frankfurt Zert./BNP
2024-05-31  9:50:16 PM Chg.+0.150 Bid9:55:14 PM Ask9:55:14 PM Underlying Strike price Expiration date Option type
1.530EUR +10.87% 1.540
Bid Size: 1,949		 1.660
Ask Size: 1,808		 BRENNTAG SE NA O.N. 75.00 - 2024-12-20 Call
 

Master data

WKN: PE95QB
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: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 43.08
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -9.52
Time value: 1.52
Break-even: 76.52
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.12
Spread %: 8.57%
Delta: 0.26
Theta: -0.01
Omega: 11.23
Rho: 0.09
 

Quote data

Open: 1.390
High: 1.530
Low: 1.370
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -64.99%
3 Months
  -80.10%
YTD
  -78.45%
1 Year
  -70.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.310
1M High / 1M Low: 5.220 1.310
6M High / 6M Low: 7.690 1.310
High (YTD): 2024-03-01 7.690
Low (YTD): 2024-05-29 1.310
52W High: 2024-03-01 7.690
52W Low: 2024-05-29 1.310
Avg. price 1W:   1.414
Avg. volume 1W:   0.000
Avg. price 1M:   2.915
Avg. volume 1M:   0.000
Avg. price 6M:   5.562
Avg. volume 6M:   0.000
Avg. price 1Y:   5.171
Avg. volume 1Y:   0.000
Volatility 1M:   184.46%
Volatility 6M:   92.81%
Volatility 1Y:   80.14%
Volatility 3Y:   -