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

Frankfurt Zert./BNP
12/07/2024  21:50:15 Chg.+0.013 Bid12/07/2024 Ask12/07/2024 Underlying Strike price Expiration date Option type
0.060EUR +27.66% 0.060
Bid Size: 19,140		 0.170
Ask Size: 19,140		 BRENNTAG SE NA O.N. 90.00 - 20/12/2024 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: 20/12/2024
Issue date: 02/03/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 395.88
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -26.66
Time value: 0.16
Break-even: 90.16
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 1.23
Spread abs.: 0.11
Spread %: 240.43%
Delta: 0.04
Theta: 0.00
Omega: 14.85
Rho: 0.01
 

Quote data

Open: 0.047
High: 0.060
Low: 0.036
Previous Close: 0.047
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -71.43%
3 Months
  -95.95%
YTD
  -98.31%
1 Year
  -97.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.037
1M High / 1M Low: 0.210 0.037
6M High / 6M Low: 4.140 0.037
High (YTD): 01/03/2024 4.140
Low (YTD): 09/07/2024 0.037
52W High: 01/03/2024 4.140
52W Low: 09/07/2024 0.037
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   1.551
Avg. volume 6M:   0.000
Avg. price 1Y:   1.934
Avg. volume 1Y:   0.000
Volatility 1M:   242.91%
Volatility 6M:   187.73%
Volatility 1Y:   148.97%
Volatility 3Y:   -