BNP Paribas Put 120 BEI 19.12.2025
/ DE000PN64QF7
BNP Paribas Put 120 BEI 19.12.202.../ DE000PN64QF7 /
2024-09-26 9:11:54 AM |
Chg.-0.100 |
Bid4:44:18 PM |
Ask4:44:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-15.63% |
0.550 Bid Size: 21,000 |
0.560 Ask Size: 21,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
2025-12-19 |
Put |
Master data
WKN: |
PN64QF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2023-08-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
-1.20 |
Time value: |
0.62 |
Break-even: |
113.80 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
3.33% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-5.49 |
Rho: |
-0.49 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.640 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.95% |
1 Month |
|
|
-27.03% |
3 Months |
|
|
+8.00% |
YTD |
|
|
-25.00% |
1 Year |
|
|
-46.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.640 |
1M High / 1M Low: |
0.770 |
0.640 |
6M High / 6M Low: |
0.890 |
0.430 |
High (YTD): |
2024-08-13 |
0.890 |
Low (YTD): |
2024-05-23 |
0.430 |
52W High: |
2023-10-27 |
1.130 |
52W Low: |
2024-05-23 |
0.430 |
Avg. price 1W: |
|
0.692 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.615 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.722 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
60.10% |
Volatility 6M: |
|
74.93% |
Volatility 1Y: |
|
75.21% |
Volatility 3Y: |
|
- |