BNP Paribas Call 60 BNR 20.09.2024
/ DE000PN95QB0
BNP Paribas Call 60 BNR 20.09.202.../ DE000PN95QB0 /
| 7/30/2024 2:50:11 PM |
Chg.-0.010 |
Bid3:10:33 PM |
Ask3:10:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.140EUR |
-0.16% |
6.190
Bid Size: 2,200 |
6.240
Ask Size: 2,200 |
BRENNTAG SE NA O.N. |
60.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/24/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
5.72 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
5.72 |
| Time value: |
0.66 |
| Break-even: |
66.38 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.27 |
| Spread %: |
4.42% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
9.05 |
| Rho: |
0.07 |
Quote data
| Open: |
6.130 |
| High: |
6.230 |
| Low: |
6.060 |
| Previous Close: |
6.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.60% |
| 1 Month |
|
|
+32.33% |
| 3 Months |
|
|
-27.93% |
| YTD |
|
|
-33.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.240 |
5.680 |
| 1M High / 1M Low: |
6.240 |
4.490 |
| 6M High / 6M Low: |
9.470 |
4.490 |
| High (YTD): |
3/1/2024 |
9.470 |
| Low (YTD): |
7/15/2024 |
4.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.602 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.27% |
| Volatility 6M: |
|
69.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
