BNP Paribas Call 55 BNR 20.12.2024
/ DE000PE95P71
BNP Paribas Call 55 BNR 20.12.202.../ DE000PE95P71 /
2024-05-21 12:09:30 PM |
Chg.-0.06 |
Bid6:13:38 PM |
Ask6:13:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.39EUR |
-0.71% |
8.39 Bid Size: 1,320 |
8.51 Ask Size: 1,320 |
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: |
8.45 |
High: |
8.45 |
Low: |
8.39 |
Previous Close: |
8.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.21% |
1 Month |
|
|
-4.44% |
3 Months |
|
|
-9.69% |
YTD |
|
|
-9.98% |
1 Year |
|
|
+2.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.58 |
8.40 |
1M High / 1M Low: |
9.20 |
8.40 |
6M High / 6M Low: |
9.44 |
8.40 |
High (YTD): |
2024-03-01 |
9.44 |
Low (YTD): |
2024-05-16 |
8.40 |
52W High: |
2024-03-01 |
9.44 |
52W Low: |
2023-08-04 |
7.38 |
Avg. price 1W: |
|
8.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.60 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
27.46% |
Volatility 6M: |
|
13.59% |
Volatility 1Y: |
|
16.73% |
Volatility 3Y: |
|
- |