BNP Paribas Call 82 BNR 20.12.2024
/ DE000PN76RD4
BNP Paribas Call 82 BNR 20.12.202.../ DE000PN76RD4 /
| 2024-06-05 2:06:43 PM |
Chg.+0.014 |
Bid2:22:26 PM |
Ask2:22:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+22.95% |
0.073
Bid Size: 100,000 |
0.083
Ask Size: 100,000 |
BRENNTAG SE NA O.N. |
82.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PN76RD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
81.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-1.75 |
| Time value: |
0.08 |
| Break-even: |
82.79 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
25.40% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
11.36 |
| Rho: |
0.04 |
Quote data
| Open: |
0.063 |
| High: |
0.075 |
| Low: |
0.063 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-79.17% |
| 3 Months |
|
|
-91.85% |
| YTD |
|
|
-91.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.061 |
| 1M High / 1M Low: |
0.410 |
0.061 |
| 6M High / 6M Low: |
0.980 |
0.061 |
| High (YTD): |
2024-03-01 |
0.980 |
| Low (YTD): |
2024-06-04 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.73% |
| Volatility 6M: |
|
139.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
