BNP Paribas Put 0.96 EUR/GBP 20.12.2024
/ DE000PN6V1G9
BNP Paribas Put 0.96 EUR/GBP 20.1.../ DE000PN6V1G9 /
2024-06-07 9:20:50 PM |
Chg.+0.280 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.930EUR |
+2.40% |
11.950 Bid Size: 20,000 |
11.970 Ask Size: 20,000 |
- |
0.96 GBP |
2024-12-20 |
Put |
Master data
WKN: |
PN6V1G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.96 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-07 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-8.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.56 |
Intrinsic value: |
12.77 |
Implied volatility: |
0.15 |
Historic volatility: |
0.04 |
Parity: |
12.77 |
Time value: |
-1.10 |
Break-even: |
1.01 |
Moneyness: |
1.13 |
Premium: |
-0.01 |
Premium p.a.: |
-0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.17% |
Delta: |
-0.81 |
Theta: |
0.00 |
Omega: |
-6.91 |
Rho: |
0.00 |
Quote data
Open: |
11.610 |
High: |
11.930 |
Low: |
11.610 |
Previous Close: |
11.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.93% |
1 Month |
|
|
+13.08% |
3 Months |
|
|
+5.48% |
YTD |
|
|
+30.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.930 |
11.610 |
1M High / 1M Low: |
11.930 |
10.440 |
6M High / 6M Low: |
11.930 |
9.140 |
High (YTD): |
2024-06-07 |
11.930 |
Low (YTD): |
2024-01-02 |
9.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.711 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
17.82% |
Volatility 6M: |
|
26.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |