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BNP Paribas Call 90 BNR 20.12.202.../  DE000PE95QD5  /

Frankfurt Zert./BNP
2024-06-27  1:20:35 PM Chg.-0.010 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.070EUR -12.50% 0.070
Bid Size: 77,600		 0.120
Ask Size: 77,600		 BRENNTAG SE NA O.N. 90.00 - 2024-12-20 Call
 

Master data

WKN: PE95QD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 337.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -25.90
Time value: 0.19
Break-even: 90.19
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 1.03
Spread abs.: 0.11
Spread %: 137.50%
Delta: 0.04
Theta: 0.00
Omega: 14.61
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.090
Low: 0.060
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -56.25%
1 Month
  -73.08%
3 Months
  -96.43%
YTD
  -98.03%
1 Year
  -97.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.080
1M High / 1M Low: 0.260 0.080
6M High / 6M Low: 4.140 0.080
High (YTD): 2024-03-01 4.140
Low (YTD): 2024-06-26 0.080
52W High: 2024-03-01 4.140
52W Low: 2024-06-26 0.080
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   1.834
Avg. volume 6M:   0.000
Avg. price 1Y:   2.030
Avg. volume 1Y:   0.000
Volatility 1M:   189.87%
Volatility 6M:   169.56%
Volatility 1Y:   137.94%
Volatility 3Y:   -