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: |
|
- |
