BNP Paribas Call 60 BNR 20.12.2024
/ DE000PE95P89
BNP Paribas Call 60 BNR 20.12.202.../ DE000PE95P89 /
| 2024-07-30 6:12:35 PM |
Chg.+0.07 |
Bid8:23:02 PM |
Ask8:23:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.44EUR |
+1.10% |
6.44
Bid Size: 660 |
6.56
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: |
6.37 |
| High: |
6.46 |
| Low: |
6.37 |
| Previous Close: |
6.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.54% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
-21.75% |
| YTD |
|
|
-29.07% |
| 1 Year |
|
|
-11.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.43 |
6.09 |
| 1M High / 1M Low: |
6.43 |
5.30 |
| 6M High / 6M Low: |
9.26 |
5.30 |
| High (YTD): |
2024-03-01 |
9.26 |
| Low (YTD): |
2024-07-15 |
5.30 |
| 52W High: |
2024-03-01 |
9.26 |
| 52W Low: |
2024-07-15 |
5.30 |
| Avg. price 1W: |
|
6.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.88% |
| Volatility 6M: |
|
47.51% |
| Volatility 1Y: |
|
37.28% |
| Volatility 3Y: |
|
- |
