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BNP Paribas Put 130 HELN 20.09.20.../  DE000PN8TMG0  /

Frankfurt Zert./BNP
2024-06-04  10:21:05 AM Chg.+0.080 Bid10:41:57 AM Ask10:41:57 AM Underlying Strike price Expiration date Option type
1.100EUR +7.84% 1.140
Bid Size: 7,000		 1.160
Ask Size: 7,000		 HELVETIA HOLDING N 130.00 CHF 2024-09-20 Put
 

Master data

WKN: PN8TMG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HELVETIA HOLDING N
Type: Warrant
Option type: Put
Strike price: 130.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.71
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.01
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 1.01
Time value: 0.04
Break-even: 122.60
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.96%
Delta: -0.74
Theta: -0.01
Omega: -8.63
Rho: -0.30
 

Quote data

Open: 1.080
High: 1.100
Low: 1.080
Previous Close: 1.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -26.17%
3 Months
  -7.56%
YTD
  -47.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.950
1M High / 1M Low: 1.380 0.790
6M High / 6M Low: 2.150 0.790
High (YTD): 2024-01-03 1.990
Low (YTD): 2024-05-23 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   1.040
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   1.450
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.47%
Volatility 6M:   117.62%
Volatility 1Y:   -
Volatility 3Y:   -