BNP Paribas Call 90 BNR 20.12.2024
/ DE000PE95QD5
BNP Paribas Call 90 BNR 20.12.202.../ DE000PE95QD5 /
7/5/2024 9:50:17 PM |
Chg.-0.010 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-16.67% |
0.050 Bid Size: 17,540 |
0.160 Ask Size: 17,540 |
BRENNTAG SE NA O.N. |
90.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/2/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
400.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-26.00 |
Time value: |
0.16 |
Break-even: |
90.16 |
Moneyness: |
0.71 |
Premium: |
0.41 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.11 |
Spread %: |
220.00% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
15.22 |
Rho: |
0.01 |
Quote data
Open: |
0.050 |
High: |
0.060 |
Low: |
0.049 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-73.68% |
3 Months |
|
|
-96.69% |
YTD |
|
|
-98.59% |
1 Year |
|
|
-97.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.047 |
1M High / 1M Low: |
0.210 |
0.047 |
6M High / 6M Low: |
4.140 |
0.047 |
High (YTD): |
3/1/2024 |
4.140 |
Low (YTD): |
7/2/2024 |
0.047 |
52W High: |
3/1/2024 |
4.140 |
52W Low: |
7/2/2024 |
0.047 |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.651 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.967 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
215.26% |
Volatility 6M: |
|
178.64% |
Volatility 1Y: |
|
143.54% |
Volatility 3Y: |
|
- |