OverviewChartNewsTraderScreen

BNP Paribas Call 65 BNR 20.12.202.../  DE000PE8ZFT5  /

Frankfurt Zert./BNP
2024-06-06  9:50:14 PM Chg.-0.030 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.510EUR -5.56% 0.510
Bid Size: 5,883		 0.530
Ask Size: 5,661		 BRENNTAG SE NA O.N. 65.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZFT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.59
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.01
Time value: 0.56
Break-even: 70.60
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.58
Theta: -0.02
Omega: 6.66
Rho: 0.17
 

Quote data

Open: 0.540
High: 0.550
Low: 0.500
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -60.47%
3 Months
  -76.82%
YTD
  -75.12%
1 Year
  -68.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.500
1M High / 1M Low: 1.430 0.500
6M High / 6M Low: 2.280 0.500
High (YTD): 2024-03-01 2.280
Low (YTD): 2024-06-04 0.500
52W High: 2024-03-01 2.280
52W Low: 2024-06-04 0.500
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   1.547
Avg. volume 6M:   0.000
Avg. price 1Y:   1.452
Avg. volume 1Y:   0.000
Volatility 1M:   155.09%
Volatility 6M:   88.86%
Volatility 1Y:   79.54%
Volatility 3Y:   -