BNP Paribas Call 75 BNR 20.12.2024
/ DE000PE95QB9
BNP Paribas Call 75 BNR 20.12.202.../ DE000PE95QB9 /
| 2024-06-05 6:12:07 PM |
Chg.+0.14 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+11.76% |
-
Bid Size: - |
-
Ask Size: - |
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: |
48.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-10.54 |
| Time value: |
1.32 |
| Break-even: |
76.32 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.11 |
| Spread %: |
9.09% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
11.39 |
| Rho: |
0.07 |
Quote data
| Open: |
1.22 |
| High: |
1.44 |
| Low: |
1.22 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.10% |
| 1 Month |
|
|
-71.52% |
| 3 Months |
|
|
-82.00% |
| YTD |
|
|
-81.40% |
| 1 Year |
|
|
-75.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.19 |
| 1M High / 1M Low: |
5.17 |
1.19 |
| 6M High / 6M Low: |
7.61 |
1.19 |
| High (YTD): |
2024-03-01 |
7.61 |
| Low (YTD): |
2024-06-04 |
1.19 |
| 52W High: |
2024-03-01 |
7.61 |
| 52W Low: |
2024-06-04 |
1.19 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
179.08% |
| Volatility 6M: |
|
92.69% |
| Volatility 1Y: |
|
80.08% |
| Volatility 3Y: |
|
- |
