BNP Paribas Call 65 BNR 21.03.202.../  DE000PG6M6V2  /

Frankfurt Zert./BNP
2024-12-20  9:50:12 PM Chg.+0.010 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.650EUR +1.56% 0.650
Bid Size: 4,616
0.760
Ask Size: 3,948
BRENNTAG SE NA O.N. 65.00 EUR 2025-03-21 Call
 

Master data

WKN: PG6M6V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2025-03-21
Issue date: 2024-08-19
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 75.45
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -7.66
Time value: 0.76
Break-even: 65.76
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.74
Spread abs.: 0.11
Spread %: 16.92%
Delta: 0.20
Theta: -0.01
Omega: 14.82
Rho: 0.03
 

Quote data

Open: 0.610
High: 0.670
Low: 0.580
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -62.43%
1 Month
  -51.49%
3 Months
  -76.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 0.640
1M High / 1M Low: 2.450 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.724
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -