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

EUWAX
6/18/2024  6:16:26 PM Chg.+0.010 Bid6/18/2024 Ask6/18/2024 Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.300
Bid Size: 10,000		 0.320
Ask Size: 9,375		 BRENNTAG SE NA O.N. 70.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.84
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -0.54
Time value: 0.31
Break-even: 73.10
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.40
Theta: -0.01
Omega: 8.40
Rho: 0.12
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -33.33%
3 Months
  -73.91%
YTD
  -81.93%
1 Year
  -74.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: 1.820 0.280
High (YTD): 3/1/2024 1.820
Low (YTD): 6/4/2024 0.280
52W High: 3/1/2024 1.820
52W Low: 6/4/2024 0.280
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   1.114
Avg. volume 6M:   0.000
Avg. price 1Y:   1.094
Avg. volume 1Y:   0.000
Volatility 1M:   132.39%
Volatility 6M:   106.23%
Volatility 1Y:   91.05%
Volatility 3Y:   -