BNP Paribas Call 66 BNR 20.12.2024
/ DE000PC837U3
BNP Paribas Call 66 BNR 20.12.202.../ DE000PC837U3 /
| 2024-11-12 9:20:12 PM |
Chg.-0.057 |
Bid2024-11-12 |
Ask2024-11-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
-96.61% |
0.002
Bid Size: 20,000 |
0.021
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
66.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC837U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
82.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.45 |
| Time value: |
0.08 |
| Break-even: |
66.75 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.02 |
| Spread %: |
27.12% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
19.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.001 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.00% |
| 1 Month |
|
|
-99.26% |
| 3 Months |
|
|
-99.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.025 |
| 1M High / 1M Low: |
0.260 |
0.025 |
| 6M High / 6M Low: |
1.350 |
0.025 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
593.88% |
| Volatility 6M: |
|
346.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
