BNP Paribas Call 60 BNR 20.09.2024
/ DE000PN95QB0
BNP Paribas Call 60 BNR 20.09.202.../ DE000PN95QB0 /
05/09/2024 18:50:16 |
Chg.-1.270 |
Bid19:08:22 |
Ask19:08:22 |
Underlying |
Strike price |
Expiration date |
Option type |
5.410EUR |
-19.01% |
5.430 Bid Size: 553 |
5.550 Ask Size: 541 |
BRENNTAG SE NA O.N. |
60.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PN95QB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
20/09/2024 |
Issue date: |
24/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
9.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.79 |
Intrinsic value: |
6.70 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
6.70 |
Time value: |
0.12 |
Break-even: |
66.82 |
Moneyness: |
1.11 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.12 |
Spread %: |
1.79% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
9.55 |
Rho: |
0.02 |
Quote data
Open: |
6.650 |
High: |
6.690 |
Low: |
5.360 |
Previous Close: |
6.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.93% |
1 Month |
|
|
-0.18% |
3 Months |
|
|
-9.83% |
YTD |
|
|
-41.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.310 |
6.670 |
1M High / 1M Low: |
7.310 |
3.900 |
6M High / 6M Low: |
9.420 |
3.900 |
High (YTD): |
01/03/2024 |
9.470 |
Low (YTD): |
16/08/2024 |
3.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.988 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.863 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.77% |
Volatility 6M: |
|
103.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |