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BNP Paribas Call 75 BNR 20.09.202.../  DE000PN8U362  /

Frankfurt Zert./BNP
2024-07-29  10:50:12 AM Chg.-0.002 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.017EUR -10.53% 0.017
Bid Size: 100,000		 0.027
Ask Size: 100,000		 BRENNTAG SE NA O.N. 75.00 EUR 2024-09-20 Call
 

Master data

WKN: PN8U36
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 182.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.92
Time value: 0.04
Break-even: 75.36
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.55
Spread abs.: 0.02
Spread %: 89.47%
Delta: 0.12
Theta: -0.01
Omega: 21.15
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.019
Low: 0.016
Previous Close: 0.019
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+41.67%
3 Months
  -96.22%
YTD
  -98.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.012
1M High / 1M Low: 0.019 0.006
6M High / 6M Low: 1.350 0.006
High (YTD): 2024-03-01 1.350
Low (YTD): 2024-07-09 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   158.598
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   493.77%
Volatility 6M:   263.02%
Volatility 1Y:   -
Volatility 3Y:   -