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BNP Paribas Call 70 BNR 20.12.202.../  DE000PE8ZFU3  /

Frankfurt Zert./BNP
2024-06-06  9:50:14 PM Chg.-0.020 Bid8:02:05 AM Ask8:02:05 AM Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.290
Bid Size: 10,000		 0.310
Ask Size: 9,678		 BRENNTAG SE NA O.N. 70.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZFU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.66
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.51
Time value: 0.33
Break-even: 73.30
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.42
Theta: -0.01
Omega: 8.21
Rho: 0.13
 

Quote data

Open: 0.310
High: 0.320
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.14%
1 Month
  -69.15%
3 Months
  -78.99%
YTD
  -82.42%
1 Year
  -77.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 1.060 0.280
6M High / 6M Low: 1.860 0.280
High (YTD): 2024-03-01 1.860
Low (YTD): 2024-06-04 0.280
52W High: 2024-03-01 1.860
52W Low: 2024-06-04 0.280
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   1.178
Avg. volume 6M:   0.000
Avg. price 1Y:   1.120
Avg. volume 1Y:   3.906
Volatility 1M:   184.66%
Volatility 6M:   105.61%
Volatility 1Y:   92.48%
Volatility 3Y:   -