BNP Paribas Put 120 GXI 20.09.2024
/ DE000PN8UFQ1
BNP Paribas Put 120 GXI 20.09.202.../ DE000PN8UFQ1 /
| 30/05/2024 10:20:35 |
Chg.-0.030 |
Bid30/05/2024 |
Ask30/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-1.49% |
1.990
Bid Size: 7,250 |
2.030
Ask Size: 7,250 |
GERRESHEIMER AG |
120.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
PN8UFQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
1.77 |
| Time value: |
0.30 |
| Break-even: |
99.30 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.48% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-3.40 |
| Rho: |
-0.28 |
Quote data
| Open: |
2.040 |
| High: |
2.040 |
| Low: |
1.990 |
| Previous Close: |
2.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.29% |
| 1 Month |
|
|
-9.55% |
| 3 Months |
|
|
+12.43% |
| YTD |
|
|
-29.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.700 |
| 1M High / 1M Low: |
2.830 |
1.700 |
| 6M High / 6M Low: |
3.590 |
1.670 |
| High (YTD): |
17/01/2024 |
3.460 |
| Low (YTD): |
06/03/2024 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.539 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.83% |
| Volatility 6M: |
|
115.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
