BNP Paribas Call 70 BNR 20.09.2024
/ DE000PN95QD6
BNP Paribas Call 70 BNR 20.09.202.../ DE000PN95QD6 /
| 2024-06-10 8:50:19 AM |
Chg.-0.030 |
Bid9:02:38 AM |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-2.40% |
1.160
Bid Size: 4,900 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN95QD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
47.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-4.82 |
| Time value: |
1.37 |
| Break-even: |
71.37 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.12 |
| Spread %: |
9.60% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
14.82 |
| Rho: |
0.05 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.220 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-81.17% |
| 3 Months |
|
|
-83.40% |
| YTD |
|
|
-85.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.140 |
| 1M High / 1M Low: |
6.540 |
1.140 |
| 6M High / 6M Low: |
8.650 |
1.140 |
| High (YTD): |
2024-03-01 |
8.650 |
| Low (YTD): |
2024-06-04 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.87% |
| Volatility 6M: |
|
106.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
