OverviewChartNewsTraderScreen

BNP Paribas Call 85 BNR 20.12.202.../  DE000PE8ZFX7  /

Frankfurt Zert./BNP
2024-05-17  9:50:21 PM Chg.-0.012 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.074EUR -13.95% 0.074
Bid Size: 20,000		 0.091
Ask Size: 20,000		 BRENNTAG SE NA O.N. 85.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZFX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.55
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -1.53
Time value: 0.09
Break-even: 85.91
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 22.97%
Delta: 0.16
Theta: -0.01
Omega: 12.37
Rho: 0.06
 

Quote data

Open: 0.085
High: 0.087
Low: 0.070
Previous Close: 0.086
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -76.13%
1 Month
  -73.57%
3 Months
  -86.04%
YTD
  -89.72%
1 Year
  -89.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.074
1M High / 1M Low: 0.310 0.074
6M High / 6M Low: 0.840 0.074
High (YTD): 2024-03-01 0.840
Low (YTD): 2024-05-17 0.074
52W High: 2024-03-01 0.840
52W Low: 2024-05-17 0.074
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   0.000
Volatility 1M:   242.45%
Volatility 6M:   148.10%
Volatility 1Y:   124.03%
Volatility 3Y:   -