BNP Paribas Call 70 BNR 20.09.2024
/ DE000PN8U396
BNP Paribas Call 70 BNR 20.09.202.../ DE000PN8U396 /
| 2024-06-19 11:07:33 AM |
Chg.0.000 |
Bid11:27:08 AM |
Ask11:27:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.140
Bid Size: 48,900 |
0.150
Ask Size: 48,900 |
BRENNTAG SE NA O.N. |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PN8U39 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.50 |
| Time value: |
0.16 |
| Break-even: |
71.60 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
13.13 |
| Rho: |
0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-51.72% |
| 3 Months |
|
|
-87.04% |
| YTD |
|
|
-91.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.130 |
| 1M High / 1M Low: |
0.260 |
0.130 |
| 6M High / 6M Low: |
1.740 |
0.130 |
| High (YTD): |
2024-03-01 |
1.740 |
| Low (YTD): |
2024-06-17 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.980 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.56% |
| Volatility 6M: |
|
138.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
