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BNP Paribas Call 55 BNR 20.12.202.../  DE000PE95P71  /

Frankfurt Zert./BNP
2024-05-21  9:50:12 PM Chg.-0.030 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
8.400EUR -0.36% 8.400
Bid Size: 1,340		 8.520
Ask Size: 1,340		 BRENNTAG SE NA O.N. 55.00 - 2024-12-20 Call
 

Master data

WKN: PE95P7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-03-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 8.11
Leverage: Yes

Calculated values

Fair value: 15.75
Intrinsic value: 14.40
Implied volatility: -
Historic volatility: 0.19
Parity: 14.40
Time value: -5.84
Break-even: 63.56
Moneyness: 1.26
Premium: -0.08
Premium p.a.: -0.14
Spread abs.: 0.12
Spread %: 1.42%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 8.440
High: 8.440
Low: 8.310
Previous Close: 8.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -4.33%
3 Months
  -9.68%
YTD
  -9.77%
1 Year  
+2.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.610 8.400
1M High / 1M Low: 9.210 8.400
6M High / 6M Low: 9.460 8.400
High (YTD): 2024-03-01 9.460
Low (YTD): 2024-05-16 8.400
52W High: 2024-03-01 9.460
52W Low: 2023-08-04 7.380
Avg. price 1W:   8.492
Avg. volume 1W:   0.000
Avg. price 1M:   8.880
Avg. volume 1M:   0.000
Avg. price 6M:   9.126
Avg. volume 6M:   0.000
Avg. price 1Y:   8.598
Avg. volume 1Y:   0.000
Volatility 1M:   26.84%
Volatility 6M:   13.53%
Volatility 1Y:   16.74%
Volatility 3Y:   -