BNP Paribas Call 62 BNR 20.12.2024
/ DE000PN7C925
BNP Paribas Call 62 BNR 20.12.202.../ DE000PN7C925 /
| 2024-06-05 5:07:24 PM |
Chg.+0.040 |
Bid5:37:04 PM |
Ask5:37:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+5.97% |
0.710
Bid Size: 4,400 |
0.730
Ask Size: 4,400 |
BRENNTAG SE NA O.N. |
62.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C92 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.44 |
| Break-even: |
68.90 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
6.13 |
| Rho: |
0.19 |
Quote data
| Open: |
0.690 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-53.29% |
| 3 Months |
|
|
-70.66% |
| YTD |
|
|
-69.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
1.660 |
0.670 |
| 6M High / 6M Low: |
2.510 |
0.670 |
| High (YTD): |
2024-03-01 |
2.510 |
| Low (YTD): |
2024-06-04 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.37% |
| Volatility 6M: |
|
77.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
