BNP Paribas Put 130 BEI 21.03.2025
/ DE000PN64P77
BNP Paribas Put 130 BEI 21.03.202.../ DE000PN64P77 /
| 2024-06-03 9:10:04 AM |
Chg.-0.030 |
Bid1:25:15 PM |
Ask1:25:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.390
Bid Size: 21,000 |
0.400
Ask Size: 21,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
PN64P7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-1.44 |
| Time value: |
0.39 |
| Break-even: |
126.10 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-8.04 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-19.57% |
| 3 Months |
|
|
-50.67% |
| YTD |
|
|
-51.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.330 |
| 6M High / 6M Low: |
0.910 |
0.330 |
| High (YTD): |
2024-04-09 |
0.910 |
| Low (YTD): |
2024-05-23 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.670 |
| Avg. volume 6M: |
|
12.298 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.95% |
| Volatility 6M: |
|
103.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
