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BNP Paribas Call 90 BNR 20.12.202.../  DE000PE95QD5  /

Frankfurt Zert./BNP
2024-06-05  9:50:12 PM Chg.+0.020 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.210EUR +10.53% 0.210
Bid Size: 10,000		 0.330
Ask Size: 9,340		 BRENNTAG SE NA O.N. 90.00 - 2024-12-20 Call
 

Master data

WKN: PE95QD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 214.87
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -25.54
Time value: 0.30
Break-even: 90.30
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.86
Spread abs.: 0.11
Spread %: 57.89%
Delta: 0.06
Theta: 0.00
Omega: 13.04
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.230
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -83.33%
3 Months
  -94.40%
YTD
  -94.08%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 1.480 0.190
6M High / 6M Low: 4.140 0.190
High (YTD): 2024-03-01 4.140
Low (YTD): 2024-06-04 0.190
52W High: 2024-03-01 4.140
52W Low: 2024-06-04 0.190
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   2.185
Avg. volume 6M:   0.000
Avg. price 1Y:   2.184
Avg. volume 1Y:   0.000
Volatility 1M:   262.15%
Volatility 6M:   158.37%
Volatility 1Y:   130.96%
Volatility 3Y:   -