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BNP Paribas Call 65 BNR 20.12.202.../  DE000PE8ZFT5  /

EUWAX
12/11/2024  18:14:28 Chg.-0.080 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.005EUR -94.12% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 65.00 - 20/12/2024 Call
 

Master data

WKN: PE8ZFT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 62.14
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.35
Time value: 0.10
Break-even: 65.99
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 19.28%
Delta: 0.30
Theta: -0.03
Omega: 18.46
Rho: 0.02
 

Quote data

Open: 0.003
High: 0.007
Low: 0.002
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -92.06%
1 Month
  -98.39%
3 Months
  -98.68%
YTD
  -99.76%
1 Year
  -99.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.039
1M High / 1M Low: 0.300 0.039
6M High / 6M Low: 1.420 0.039
High (YTD): 01/03/2024 2.240
Low (YTD): 06/11/2024 0.039
52W High: 01/03/2024 2.240
52W Low: 06/11/2024 0.039
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   1.022
Avg. volume 1Y:   0.000
Volatility 1M:   491.23%
Volatility 6M:   307.05%
Volatility 1Y:   221.37%
Volatility 3Y:   -