BNP Paribas Call 68 BNR 20.12.2024
/ DE000PN7C933
BNP Paribas Call 68 BNR 20.12.202.../ DE000PN7C933 /
| 2024-06-05 5:07:24 PM |
Chg.+0.030 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+8.57% |
0.380
Bid Size: 32,300 |
0.390
Ask Size: 32,300 |
BRENNTAG SE NA O.N. |
68.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C93 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.35 |
| Time value: |
0.38 |
| Break-even: |
71.80 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
7.88 |
| Rho: |
0.14 |
Quote data
| Open: |
0.370 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-64.81% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-79.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
1.190 |
0.350 |
| 6M High / 6M Low: |
1.990 |
0.350 |
| High (YTD): |
2024-03-01 |
1.990 |
| Low (YTD): |
2024-06-04 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.41% |
| Volatility 6M: |
|
94.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
