BNP Paribas Call 68 BNR 20.12.2024
/ DE000PN7C933
BNP Paribas Call 68 BNR 20.12.202.../ DE000PN7C933 /
| 07/06/2024 18:11:22 |
Chg.+0.020 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.28 |
| Time value: |
0.40 |
| Break-even: |
72.00 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
7.91 |
| Rho: |
0.15 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
1,850 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-66.37% |
| 3 Months |
|
|
-73.79% |
| YTD |
|
|
-79.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.350 |
| 1M High / 1M Low: |
1.190 |
0.350 |
| 6M High / 6M Low: |
1.990 |
0.350 |
| High (YTD): |
01/03/2024 |
1.990 |
| Low (YTD): |
04/06/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
217.391 |
| Avg. price 6M: |
|
1.305 |
| Avg. volume 6M: |
|
40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.06% |
| Volatility 6M: |
|
96.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
