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BNP Paribas Call 60 BNR 20.12.202.../  DE000PE95P89  /

Frankfurt Zert./BNP
2024-07-30  8:20:35 PM Chg.+0.060 Bid8:26:20 PM Ask8:26:20 PM Underlying Strike price Expiration date Option type
6.450EUR +0.94% 6.440
Bid Size: 660		 6.560
Ask Size: 660		 BRENNTAG SE NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: PE95P8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.93
Leverage: Yes

Calculated values

Fair value: 7.27
Intrinsic value: 5.72
Implied volatility: 0.09
Historic volatility: 0.18
Parity: 5.72
Time value: 0.90
Break-even: 66.62
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.27
Spread %: 4.25%
Delta: 0.96
Theta: -0.01
Omega: 9.58
Rho: 0.22
 

Quote data

Open: 6.390
High: 6.510
Low: 6.360
Previous Close: 6.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+21.01%
3 Months
  -21.53%
YTD
  -28.89%
1 Year
  -11.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.450 6.060
1M High / 1M Low: 6.450 5.270
6M High / 6M Low: 9.280 5.270
High (YTD): 2024-03-01 9.280
Low (YTD): 2024-07-15 5.270
52W High: 2024-03-01 9.280
52W Low: 2024-07-15 5.270
Avg. price 1W:   6.248
Avg. volume 1W:   0.000
Avg. price 1M:   5.786
Avg. volume 1M:   0.000
Avg. price 6M:   7.599
Avg. volume 6M:   0.000
Avg. price 1Y:   7.828
Avg. volume 1Y:   0.000
Volatility 1M:   73.55%
Volatility 6M:   48.31%
Volatility 1Y:   37.78%
Volatility 3Y:   -