BNP Paribas Put 120 GXI 20.09.2024
/ DE000PN8UFQ1
BNP Paribas Put 120 GXI 20.09.202.../ DE000PN8UFQ1 /
| 2024-05-29 6:09:56 PM |
Chg.+0.32 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+18.82% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
120.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8UFQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.40 |
| Parity: |
1.62 |
| Time value: |
0.29 |
| Break-even: |
100.90 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-3.71 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.90 |
| High: |
2.03 |
| Low: |
1.90 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.86% |
| 1 Month |
|
|
-9.82% |
| 3 Months |
|
|
+12.85% |
| YTD |
|
|
-28.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
1.70 |
| 1M High / 1M Low: |
2.80 |
1.70 |
| 6M High / 6M Low: |
3.59 |
1.70 |
| High (YTD): |
2024-01-17 |
3.46 |
| Low (YTD): |
2024-05-28 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.44% |
| Volatility 6M: |
|
112.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
