BNP Paribas Call 88 BNR 20.12.2024
/ DE000PN76RC6
BNP Paribas Call 88 BNR 20.12.202.../ DE000PN76RC6 /
| 2024-06-05 4:06:28 PM |
Chg.+0.004 |
Bid4:42:26 PM |
Ask4:42:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
+13.79% |
0.032
Bid Size: 100,000 |
0.042
Ask Size: 100,000 |
BRENNTAG SE NA O.N. |
88.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
140.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-2.35 |
| Time value: |
0.05 |
| Break-even: |
88.46 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.02 |
| Spread %: |
53.33% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
11.91 |
| Rho: |
0.03 |
Quote data
| Open: |
0.030 |
| High: |
0.036 |
| Low: |
0.030 |
| Previous Close: |
0.029 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-83.50% |
| 3 Months |
|
|
-94.68% |
| YTD |
|
|
-94.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.029 |
| 1M High / 1M Low: |
0.230 |
0.029 |
| 6M High / 6M Low: |
0.670 |
0.029 |
| High (YTD): |
2024-03-01 |
0.670 |
| Low (YTD): |
2024-06-04 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.43% |
| Volatility 6M: |
|
158.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
