BNP Paribas Call 55 BNR 20.09.2024
/ DE000PN95QA2
BNP Paribas Call 55 BNR 20.09.202.../ DE000PN95QA2 /
30/08/2024 21:50:13 |
Chg.+0.090 |
Bid21:58:43 |
Ask21:58:43 |
Underlying |
Strike price |
Expiration date |
Option type |
9.670EUR |
+0.94% |
9.650 Bid Size: 480 |
9.770 Ask Size: 480 |
BRENNTAG SE NA O.N. |
55.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PN95QA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
20/09/2024 |
Issue date: |
24/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
6.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.33 |
Intrinsic value: |
12.22 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
12.22 |
Time value: |
-2.45 |
Break-even: |
64.77 |
Moneyness: |
1.22 |
Premium: |
-0.04 |
Premium p.a.: |
-0.49 |
Spread abs.: |
0.12 |
Spread %: |
1.24% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
9.630 |
High: |
9.720 |
Low: |
9.630 |
Previous Close: |
9.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.73% |
1 Month |
|
|
+11.15% |
3 Months |
|
|
+10.51% |
YTD |
|
|
+2.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.670 |
9.060 |
1M High / 1M Low: |
9.670 |
7.840 |
6M High / 6M Low: |
9.670 |
7.550 |
High (YTD): |
30/08/2024 |
9.670 |
Low (YTD): |
28/06/2024 |
7.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.575 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.758 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.72% |
Volatility 6M: |
|
41.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |