BNP Paribas Call 75 BNR 20.09.2024
/ DE000PN95QE4
BNP Paribas Call 75 BNR 20.09.202.../ DE000PN95QE4 /
| 2024-07-29 10:50:12 AM |
Chg.-0.030 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-13.04% |
0.200
Bid Size: 11,600 |
0.250
Ask Size: 11,600 |
BRENNTAG SE NA O.N. |
75.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN95QE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
187.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-9.22 |
| Time value: |
0.35 |
| Break-even: |
75.35 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.12 |
| Spread %: |
52.17% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
21.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-94.54% |
| YTD |
|
|
-97.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.150 |
| 1M High / 1M Low: |
0.230 |
0.100 |
| 6M High / 6M Low: |
7.730 |
0.100 |
| High (YTD): |
2024-03-01 |
7.730 |
| Low (YTD): |
2024-07-15 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.40% |
| Volatility 6M: |
|
203.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
