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BNP Paribas Call 90 BNR 20.12.202.../  DE000PE8ZFY5  /

Frankfurt Zert./BNP
29/07/2024  11:50:11 Chg.-0.001 Bid29/07/2024 Ask29/07/2024 Underlying Strike price Expiration date Option type
0.004EUR -20.00% 0.004
Bid Size: 100,000		 0.021
Ask Size: 100,000		 BRENNTAG SE NA O.N. 90.00 - 20/12/2024 Call
 

Master data

WKN: PE8ZFY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 299.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -2.42
Time value: 0.02
Break-even: 90.22
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 1.23
Spread abs.: 0.02
Spread %: 340.00%
Delta: 0.05
Theta: 0.00
Omega: 14.80
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+100.00%
3 Months
  -96.92%
YTD
  -99.17%
1 Year
  -98.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.560 0.001
High (YTD): 01/03/2024 0.560
Low (YTD): 09/07/2024 0.001
52W High: 01/03/2024 0.560
52W Low: 09/07/2024 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   157.480
Volatility 1M:   679.81%
Volatility 6M:   339.96%
Volatility 1Y:   251.88%
Volatility 3Y:   -