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BNP Paribas Call 60 BNR 20.12.202.../  DE000PE0XHZ0  /

EUWAX
6/19/2024  11:12:46 AM Chg.-0.020 Bid6/19/2024 Ask6/19/2024 Underlying Strike price Expiration date Option type
0.810EUR -2.41% 0.810
Bid Size: 20,900		 0.820
Ask Size: 20,900		 BRENNTAG SE NA O.N. 60.00 - 12/20/2024 Call
 

Master data

WKN: PE0XHZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 3/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.65
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.50
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.50
Time value: 0.35
Break-even: 68.50
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.72
Theta: -0.02
Omega: 5.54
Rho: 0.19
 

Quote data

Open: 0.780
High: 0.810
Low: 0.780
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -25.00%
3 Months
  -59.30%
YTD
  -67.47%
1 Year
  -55.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.810
1M High / 1M Low: 1.040 0.800
6M High / 6M Low: 2.690 0.800
High (YTD): 3/1/2024 2.690
Low (YTD): 6/4/2024 0.800
52W High: 3/1/2024 2.690
52W Low: 6/4/2024 0.800
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.873
Avg. volume 1M:   0.000
Avg. price 6M:   1.851
Avg. volume 6M:   0.000
Avg. price 1Y:   1.789
Avg. volume 1Y:   0.000
Volatility 1M:   92.65%
Volatility 6M:   77.09%
Volatility 1Y:   68.13%
Volatility 3Y:   -