BNP Paribas Call 60 BNR 20.09.2024
/ DE000PN95QB0
BNP Paribas Call 60 BNR 20.09.202.../ DE000PN95QB0 /
| 2024-06-21 9:50:13 PM |
Chg.-0.070 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.470EUR |
-1.26% |
5.470
Bid Size: 549 |
5.580
Ask Size: 540 |
BRENNTAG SE NA O.N. |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN95QB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.46 |
| Intrinsic value: |
4.28 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
4.28 |
| Time value: |
1.30 |
| Break-even: |
65.58 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.11 |
| Spread %: |
2.01% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
9.17 |
| Rho: |
0.11 |
Quote data
| Open: |
5.550 |
| High: |
5.550 |
| Low: |
5.340 |
| Previous Close: |
5.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.50% |
| 1 Month |
|
|
-10.47% |
| 3 Months |
|
|
-39.89% |
| YTD |
|
|
-40.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.900 |
5.470 |
| 1M High / 1M Low: |
6.780 |
5.470 |
| 6M High / 6M Low: |
9.470 |
5.470 |
| High (YTD): |
2024-03-01 |
9.470 |
| Low (YTD): |
2024-06-21 |
5.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.51% |
| Volatility 6M: |
|
46.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
