BNP Paribas Call 60 BNR 20.09.2024
/ DE000PN95QB0
BNP Paribas Call 60 BNR 20.09.202.../ DE000PN95QB0 /
2024-07-05 6:09:39 PM |
Chg.-0.16 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.07EUR |
-3.06% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
60.00 - |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-10-24 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
12.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.03 |
Intrinsic value: |
4.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
4.00 |
Time value: |
1.26 |
Break-even: |
65.26 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.11 |
Spread %: |
2.14% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
9.54 |
Rho: |
0.09 |
Quote data
Open: |
5.24 |
High: |
5.52 |
Low: |
5.07 |
Previous Close: |
5.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.27% |
1 Month |
|
|
-11.52% |
3 Months |
|
|
-42.26% |
YTD |
|
|
-45.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.23 |
4.61 |
1M High / 1M Low: |
6.85 |
4.61 |
6M High / 6M Low: |
9.46 |
4.61 |
High (YTD): |
2024-03-01 |
9.46 |
Low (YTD): |
2024-07-02 |
4.61 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.08 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.79% |
Volatility 6M: |
|
55.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |