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

EUWAX
2024-05-28  9:12:27 AM Chg.-0.001 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.057EUR -1.72% -
Bid Size: -		 -
Ask Size: -		 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: 87.55
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.93
Time value: 0.08
Break-even: 85.75
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 29.31%
Delta: 0.13
Theta: -0.01
Omega: 11.26
Rho: 0.04
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.72%
1 Month
  -76.25%
3 Months
  -91.86%
YTD
  -92.08%
1 Year
  -90.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.051
1M High / 1M Low: 0.310 0.051
6M High / 6M Low: 0.820 0.051
High (YTD): 2024-03-01 0.820
Low (YTD): 2024-05-24 0.051
52W High: 2024-03-01 0.820
52W Low: 2024-05-24 0.051
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.465
Avg. volume 6M:   0.000
Avg. price 1Y:   0.459
Avg. volume 1Y:   0.000
Volatility 1M:   251.69%
Volatility 6M:   146.22%
Volatility 1Y:   123.23%
Volatility 3Y:   -