BNP Paribas Put 120 GXI 20.12.2024
/ DE000PN7DCW4
BNP Paribas Put 120 GXI 20.12.202.../ DE000PN7DCW4 /
| 2024-05-28 11:09:11 AM |
Chg.-0.04 |
Bid9:50:35 PM |
Ask9:50:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-1.98% |
2.12
Bid Size: 1,700 |
2.15
Ask Size: 1,700 |
GERRESHEIMER AG |
120.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DCW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.40 |
| Parity: |
1.42 |
| Time value: |
0.63 |
| Break-even: |
99.50 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.49% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-2.94 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
1.98 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.71% |
| 1 Month |
|
|
-19.51% |
| 3 Months |
|
|
-3.88% |
| YTD |
|
|
-33.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
1.99 |
| 1M High / 1M Low: |
2.90 |
1.99 |
| 6M High / 6M Low: |
3.67 |
1.95 |
| High (YTD): |
2024-01-17 |
3.54 |
| Low (YTD): |
2024-03-06 |
1.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.22% |
| Volatility 6M: |
|
92.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
