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

EUWAX
2024-05-31  6:09:49 PM Chg.+0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.055EUR +1.85% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 85.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 93.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.95
Time value: 0.07
Break-even: 85.70
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 32.08%
Delta: 0.12
Theta: -0.01
Omega: 11.47
Rho: 0.04
 

Quote data

Open: 0.050
High: 0.055
Low: 0.050
Previous Close: 0.054
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month
  -77.08%
3 Months
  -92.36%
YTD
  -92.36%
1 Year
  -90.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.049
1M High / 1M Low: 0.310 0.049
6M High / 6M Low: 0.820 0.049
High (YTD): 2024-03-01 0.820
Low (YTD): 2024-05-29 0.049
52W High: 2024-03-01 0.820
52W Low: 2024-05-29 0.049
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   0.453
Avg. volume 1Y:   0.000
Volatility 1M:   247.36%
Volatility 6M:   145.44%
Volatility 1Y:   124.02%
Volatility 3Y:   -