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BNP Paribas Call 88 BNR 20.12.202.../  DE000PN76RC6  /

Frankfurt Zert./BNP
07/06/2024  15:50:18 Chg.-0.001 Bid15:55:58 Ask15:55:58 Underlying Strike price Expiration date Option type
0.029EUR -3.33% 0.028
Bid Size: 100,000		 0.038
Ask Size: 100,000		 BRENNTAG SE NA O.N. 88.00 EUR 20/12/2024 Call
 

Master data

WKN: PN76RC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 88.00 EUR
Maturity: 20/12/2024
Issue date: 07/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 140.78
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -2.32
Time value: 0.05
Break-even: 88.46
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.79
Spread abs.: 0.02
Spread %: 53.33%
Delta: 0.09
Theta: -0.01
Omega: 12.03
Rho: 0.03
 

Quote data

Open: 0.030
High: 0.032
Low: 0.029
Previous Close: 0.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.27%
1 Month
  -84.74%
3 Months
  -92.93%
YTD
  -95.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.030
1M High / 1M Low: 0.230 0.030
6M High / 6M Low: 0.690 0.030
High (YTD): 01/03/2024 0.690
Low (YTD): 06/06/2024 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.74%
Volatility 6M:   166.28%
Volatility 1Y:   -
Volatility 3Y:   -