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BNP Paribas Call 85 BNR 20.12.202.../  DE000PE8ZFX7  /

Frankfurt Zert./BNP
07/06/2024  21:50:21 Chg.+0.002 Bid07/06/2024 Ask07/06/2024 Underlying Strike price Expiration date Option type
0.046EUR +4.55% 0.046
Bid Size: 20,000		 0.063
Ask Size: 20,000		 BRENNTAG SE NA O.N. 85.00 - 20/12/2024 Call
 

Master data

WKN: PE8ZFX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 103.46
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.98
Time value: 0.06
Break-even: 85.63
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 36.96%
Delta: 0.11
Theta: -0.01
Omega: 11.77
Rho: 0.04
 

Quote data

Open: 0.044
High: 0.047
Low: 0.042
Previous Close: 0.044
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.69%
1 Month
  -84.14%
3 Months
  -90.21%
YTD
  -93.61%
1 Year
  -93.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.043
1M High / 1M Low: 0.310 0.043
6M High / 6M Low: 0.840 0.043
High (YTD): 01/03/2024 0.840
Low (YTD): 04/06/2024 0.043
52W High: 01/03/2024 0.840
52W Low: 04/06/2024 0.043
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   245.63%
Volatility 6M:   153.76%
Volatility 1Y:   129.04%
Volatility 3Y:   -