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BNP Paribas Call 78 BNR 20.12.202.../  DE000PN7C958  /

Frankfurt Zert./BNP
2024-06-05  4:21:01 PM Chg.0.000 Bid4:30:52 PM Ask4:30:52 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.120
Bid Size: 94,600		 0.130
Ask Size: 94,600		 BRENNTAG SE NA O.N. 78.00 EUR 2024-12-20 Call
 

Master data

WKN: PN7C95
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.72
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -1.35
Time value: 0.12
Break-even: 79.20
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.20
Theta: -0.01
Omega: 10.70
Rho: 0.06
 

Quote data

Open: 0.110
High: 0.130
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -78.43%
3 Months
  -90.43%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.590 0.110
6M High / 6M Low: 1.260 0.110
High (YTD): 2024-03-01 1.260
Low (YTD): 2024-06-04 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.261
Avg. volume 1M:   0.000
Avg. price 6M:   0.730
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.79%
Volatility 6M:   128.10%
Volatility 1Y:   -
Volatility 3Y:   -