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

Frankfurt Zert./BNP
06/06/2024  13:20:35 Chg.-0.020 Bid06/06/2024 Ask06/06/2024 Underlying Strike price Expiration date Option type
0.520EUR -3.70% 0.520
Bid Size: 26,100		 0.530
Ask Size: 26,100		 BRENNTAG SE NA O.N. 65.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
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: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month
  -59.69%
3 Months
  -76.36%
YTD
  -74.63%
1 Year
  -67.70%
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): 01/03/2024 2.280
Low (YTD): 04/06/2024 0.500
52W High: 01/03/2024 2.280
52W Low: 04/06/2024 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:   -