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BNP Paribas Put 125 BEI 20.09.202.../  DE000PN8U1Z8  /

Frankfurt Zert./BNP
2024-06-21  9:50:20 PM Chg.-0.010 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 10,000		 0.130
Ask Size: 10,000		 BEIERSDORF AG O.N. 125.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8U1Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 125.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -108.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.15
Parity: -1.60
Time value: 0.13
Break-even: 123.70
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.14
Theta: -0.02
Omega: -14.87
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.95%
1 Month  
+29.41%
3 Months
  -66.67%
YTD
  -72.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.084
1M High / 1M Low: 0.140 0.074
6M High / 6M Low: 0.440 0.074
High (YTD): 2024-04-03 0.440
Low (YTD): 2024-06-12 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.82%
Volatility 6M:   152.93%
Volatility 1Y:   -
Volatility 3Y:   -