BNP Paribas Call 75 BNR 20.12.2024
/ DE000PE8ZFV1
BNP Paribas Call 75 BNR 20.12.202.../ DE000PE8ZFV1 /
2024-06-14 6:15:16 PM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
75.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE8ZFV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-1.00 |
Time value: |
0.18 |
Break-even: |
76.80 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
9.88 |
Rho: |
0.08 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-52.94% |
3 Months |
|
|
-81.40% |
YTD |
|
|
-87.69% |
1 Year |
|
|
-82.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.340 |
0.150 |
6M High / 6M Low: |
1.440 |
0.150 |
High (YTD): |
2024-03-01 |
1.440 |
Low (YTD): |
2024-06-04 |
0.150 |
52W High: |
2024-03-01 |
1.440 |
52W Low: |
2024-06-04 |
0.150 |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.828 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.823 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
163.66% |
Volatility 6M: |
|
124.36% |
Volatility 1Y: |
|
104.60% |
Volatility 3Y: |
|
- |