BNP Paribas Call 80 BNR 20.09.2024
/ DE000PN8U339
BNP Paribas Call 80 BNR 20.09.202.../ DE000PN8U339 /
| 5/31/2024 9:50:20 PM |
Chg.+0.005 |
Bid5/31/2024 |
Ask5/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+23.81% |
0.026
Bid Size: 20,000 |
0.043
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
80.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PN8U33 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
167.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-1.45 |
| Time value: |
0.04 |
| Break-even: |
80.39 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.02 |
| Spread %: |
77.27% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
16.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.021 |
| High: |
0.026 |
| Low: |
0.021 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-89.17% |
| 3 Months |
|
|
-96.98% |
| YTD |
|
|
-96.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.020 |
| 1M High / 1M Low: |
0.320 |
0.020 |
| 6M High / 6M Low: |
0.990 |
0.020 |
| High (YTD): |
3/1/2024 |
0.990 |
| Low (YTD): |
5/29/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.76% |
| Volatility 6M: |
|
173.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
