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BNP Paribas Call 80 BNR 20.12.202.../  DE000PE95QC7  /

Frankfurt Zert./BNP
2024-06-05  9:50:17 PM Chg.+0.080 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.720EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 80.00 - 2024-12-20 Call
 

Master data

WKN: PE95QC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 85.95
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -15.54
Time value: 0.75
Break-even: 80.75
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.51
Spread abs.: 0.11
Spread %: 17.19%
Delta: 0.14
Theta: -0.01
Omega: 12.33
Rho: 0.05
 

Quote data

Open: 0.650
High: 0.770
Low: 0.630
Previous Close: 0.640
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -77.64%
3 Months
  -88.73%
YTD
  -87.94%
1 Year
  -84.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.640
1M High / 1M Low: 3.700 0.640
6M High / 6M Low: 6.640 0.640
High (YTD): 2024-03-01 6.640
Low (YTD): 2024-06-04 0.640
52W High: 2024-03-01 6.640
52W Low: 2024-06-04 0.640
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   1.606
Avg. volume 1M:   0.000
Avg. price 6M:   4.223
Avg. volume 6M:   0.000
Avg. price 1Y:   4.013
Avg. volume 1Y:   0.000
Volatility 1M:   221.22%
Volatility 6M:   119.54%
Volatility 1Y:   100.83%
Volatility 3Y:   -