BNP Paribas Call 55 BNR 20.09.2024
/ DE000PN95QA2
BNP Paribas Call 55 BNR 20.09.202.../ DE000PN95QA2 /
| 2024-05-21 9:20:11 PM |
Chg.-0.020 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.870EUR |
-0.22% |
8.870
Bid Size: 880 |
8.990
Ask Size: 880 |
BRENNTAG SE NA O.N. |
55.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN95QA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.12 |
| Intrinsic value: |
14.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
14.40 |
| Time value: |
-5.38 |
| Break-even: |
64.02 |
| Moneyness: |
1.26 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.12 |
| Spread %: |
1.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.910 |
| High: |
8.910 |
| Low: |
8.760 |
| Previous Close: |
8.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.77% |
| 1 Month |
|
|
-1.99% |
| 3 Months |
|
|
-6.53% |
| YTD |
|
|
-6.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.030 |
8.820 |
| 1M High / 1M Low: |
9.510 |
8.820 |
| 6M High / 6M Low: |
9.610 |
8.820 |
| High (YTD): |
2024-03-01 |
9.610 |
| Low (YTD): |
2024-05-16 |
8.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
22.23% |
| Volatility 6M: |
|
11.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
