BNP Paribas Call 66 BNR 20.09.2024
/ DE000PN8U4B3
BNP Paribas Call 66 BNR 20.09.202.../ DE000PN8U4B3 /
| 2024-07-05 6:11:03 PM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
66.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8U4B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.20 |
| Time value: |
0.22 |
| Break-even: |
68.20 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
12.79 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-29.63% |
| 3 Months |
|
|
-84.03% |
| YTD |
|
|
-90.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.170 |
| 1M High / 1M Low: |
0.380 |
0.170 |
| 6M High / 6M Low: |
2.100 |
0.170 |
| High (YTD): |
2024-03-01 |
2.100 |
| Low (YTD): |
2024-07-02 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.52% |
| Volatility 6M: |
|
123.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
