BNP Paribas Call 64 BNR 20.09.2024
/ DE000PZ09X89
BNP Paribas Call 64 BNR 20.09.202.../ DE000PZ09X89 /
| 7/26/2024 9:50:18 PM |
Chg.+0.050 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+15.15% |
0.380
Bid Size: 7,895 |
0.400
Ask Size: 7,500 |
BRENNTAG SE NA O.N. |
64.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PZ09X8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.18 |
| Time value: |
0.22 |
| Break-even: |
68.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
10.51 |
| Rho: |
0.06 |
Quote data
| Open: |
0.330 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
-67.52% |
| YTD |
|
|
-81.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.380 |
0.230 |
| 6M High / 6M Low: |
2.320 |
0.230 |
| High (YTD): |
3/1/2024 |
2.320 |
| Low (YTD): |
7/15/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.45% |
| Volatility 6M: |
|
131.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
