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

Frankfurt Zert./BNP
2024-06-19  5:50:14 PM Chg.-0.020 Bid5:54:11 PM Ask5:54:11 PM Underlying Strike price Expiration date Option type
0.500EUR -3.85% 0.490
Bid Size: 6,123		 0.510
Ask Size: 5,883		 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: 12.04
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.00
Time value: 0.54
Break-even: 70.40
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.58
Theta: -0.02
Omega: 6.93
Rho: 0.16
 

Quote data

Open: 0.510
High: 0.510
Low: 0.480
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -31.51%
3 Months
  -68.35%
YTD
  -75.61%
1 Year
  -66.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.690 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:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.555
Avg. volume 1M:   0.000
Avg. price 6M:   1.454
Avg. volume 6M:   0.000
Avg. price 1Y:   1.417
Avg. volume 1Y:   0.000
Volatility 1M:   116.60%
Volatility 6M:   93.14%
Volatility 1Y:   80.31%
Volatility 3Y:   -