OverviewChartNewsTraderScreen

BNP Paribas Call 80 BNR 20.12.202.../  DE000PE8ZFW9  /

EUWAX
2024-09-20  12:14:35 PM Chg.-0.004 Bid2024-09-20 Ask2024-09-20 Underlying Strike price Expiration date Option type
0.005EUR -44.44% 0.005
Bid Size: 100,000		 0.021
Ask Size: 100,000		 BRENNTAG SE NA O.N. 80.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZFW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 261.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -1.47
Time value: 0.03
Break-even: 80.25
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.28
Spread abs.: 0.02
Spread %: 212.50%
Delta: 0.07
Theta: -0.01
Omega: 18.65
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -77.27%
3 Months
  -93.42%
YTD
  -99.49%
1 Year
  -99.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.041 0.004
6M High / 6M Low: 0.660 0.004
High (YTD): 2024-03-01 1.100
Low (YTD): 2024-09-18 0.004
52W High: 2024-03-01 1.100
52W Low: 2024-09-18 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   563.83%
Volatility 6M:   295.45%
Volatility 1Y:   221.26%
Volatility 3Y:   -