BNP Paribas Put 1200 PGHN 20.12.2024
/ DE000PN76PL1
BNP Paribas Put 1200 PGHN 20.12.2.../ DE000PN76PL1 /
| 2024-06-19 12:55:03 PM |
Chg.-0.05 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-3.97% |
-
Bid Size: - |
-
Ask Size: - |
PARTNERS GROUP N |
1,200.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN76PL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.70 |
| Break-even: |
1,142.71 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
-0.50 |
| Theta: |
-0.21 |
| Omega: |
-5.00 |
| Rho: |
-3.66 |
Quote data
| Open: |
1.17 |
| High: |
1.21 |
| Low: |
1.17 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
+32.97% |
| 3 Months |
|
|
+19.80% |
| YTD |
|
|
-18.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.03 |
| 1M High / 1M Low: |
1.26 |
0.85 |
| 6M High / 6M Low: |
2.11 |
0.83 |
| High (YTD): |
2024-01-17 |
2.11 |
| Low (YTD): |
2024-05-16 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.76% |
| Volatility 6M: |
|
98.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
