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BNP Paribas Call 60 BNR 20.12.202.../  DE000PE0XHZ0  /

EUWAX
2024-08-30  6:16:13 PM Chg.- Bid8:01:33 AM Ask8:01:33 AM Underlying Strike price Expiration date Option type
0.890EUR - 0.880
Bid Size: 3,540		 0.910
Ask Size: 3,540		 BRENNTAG SE NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: PE0XHZ
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: 2023-03-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.72
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.72
Time value: 0.20
Break-even: 69.20
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.80
Theta: -0.02
Omega: 5.85
Rho: 0.14
 

Quote data

Open: 0.880
High: 0.930
Low: 0.880
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.92%
1 Month  
+9.88%
3 Months
  -2.20%
YTD
  -64.26%
1 Year
  -53.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.730
1M High / 1M Low: 0.910 0.600
6M High / 6M Low: 2.650 0.600
High (YTD): 2024-03-01 2.690
Low (YTD): 2024-08-16 0.600
52W High: 2024-03-01 2.690
52W Low: 2024-08-16 0.600
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   0.000
Avg. price 6M:   1.201
Avg. volume 6M:   0.000
Avg. price 1Y:   1.603
Avg. volume 1Y:   0.000
Volatility 1M:   136.21%
Volatility 6M:   97.81%
Volatility 1Y:   79.76%
Volatility 3Y:   -