BNP Paribas Call 60 BNR 20.12.2024
/ DE000PE95P89
BNP Paribas Call 60 BNR 20.12.202.../ DE000PE95P89 /
| 10/9/2024 1:08:43 PM |
Chg.+0.31 |
Bid1:19:52 PM |
Ask1:19:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.75EUR |
+5.70% |
5.78
Bid Size: 2,500 |
5.83
Ask Size: 2,500 |
BRENNTAG SE NA O.N. |
60.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/2/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.52 |
| Intrinsic value: |
4.46 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
4.46 |
| Time value: |
1.13 |
| Break-even: |
65.59 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
2.01% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
9.23 |
| Rho: |
0.09 |
Quote data
| Open: |
5.42 |
| High: |
5.75 |
| Low: |
5.42 |
| Previous Close: |
5.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.18% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
+6.09% |
| YTD |
|
|
-36.67% |
| 1 Year |
|
|
-24.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.70 |
5.44 |
| 1M High / 1M Low: |
6.92 |
3.58 |
| 6M High / 6M Low: |
8.71 |
3.58 |
| High (YTD): |
3/1/2024 |
9.26 |
| Low (YTD): |
9/25/2024 |
3.58 |
| 52W High: |
3/1/2024 |
9.26 |
| 52W Low: |
9/25/2024 |
3.58 |
| Avg. price 1W: |
|
6.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
263.26% |
| Volatility 6M: |
|
123.47% |
| Volatility 1Y: |
|
88.07% |
| Volatility 3Y: |
|
- |
