OverviewChartNewsTraderScreen

BNP Paribas Call 78 BNR 20.12.202.../  DE000PN7C958  /

EUWAX
10/8/2024  8:25:51 AM Chg.-0.003 Bid10:31:04 AM Ask10:31:04 AM Underlying Strike price Expiration date Option type
0.018EUR -14.29% 0.011
Bid Size: 100,000		 0.021
Ask Size: 100,000		 BRENNTAG SE NA O.N. 78.00 EUR 12/20/2024 Call
 

Master data

WKN: PN7C95
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 178.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -1.21
Time value: 0.04
Break-even: 78.37
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 1.37
Spread abs.: 0.02
Spread %: 85.00%
Delta: 0.10
Theta: -0.01
Omega: 18.21
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -18.18%
3 Months
  -66.04%
YTD
  -98.38%
1 Year
  -97.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.021
1M High / 1M Low: 0.034 0.001
6M High / 6M Low: 0.600 0.001
High (YTD): 3/1/2024 1.230
Low (YTD): 9/25/2024 0.001
52W High: 3/1/2024 1.230
52W Low: 9/25/2024 0.001
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   0.477
Avg. volume 1Y:   0.000
Volatility 1M:   2,897.25%
Volatility 6M:   1,156.12%
Volatility 1Y:   819.74%
Volatility 3Y:   -