BNP Paribas Call 55 BNR 20.09.2024
/ DE000PN95QA2
BNP Paribas Call 55 BNR 20.09.202.../ DE000PN95QA2 /
| 18/06/2024 12:06:07 |
Chg.+0.09 |
Bid12:24:52 |
Ask12:24:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.27EUR |
+1.10% |
8.27
Bid Size: 3,900 |
8.32
Ask Size: 3,900 |
BRENNTAG SE NA O.N. |
55.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.19 |
| Intrinsic value: |
9.60 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
9.60 |
| Time value: |
-1.24 |
| Break-even: |
63.36 |
| Moneyness: |
1.17 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
1.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.28 |
| High: |
8.28 |
| Low: |
8.24 |
| Previous Close: |
8.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
-7.18% |
| 3 Months |
|
|
-12.02% |
| YTD |
|
|
-12.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.84 |
8.18 |
| 1M High / 1M Low: |
8.92 |
8.18 |
| 6M High / 6M Low: |
9.61 |
8.18 |
| High (YTD): |
01/03/2024 |
9.61 |
| Low (YTD): |
17/06/2024 |
8.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.07% |
| Volatility 6M: |
|
19.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
