BNP Paribas Put 14 CLN 20.09.2024
/ DE000PN8TKM2
BNP Paribas Put 14 CLN 20.09.2024/ DE000PN8TKM2 /
| 2024-06-20 4:21:12 PM |
Chg.-0.080 |
Bid5:14:10 PM |
Ask5:14:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
14.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TKM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.19 |
| Time value: |
0.59 |
| Break-even: |
13.89 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-9.05 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.780 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-67.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.780 |
| 1M High / 1M Low: |
1.020 |
0.580 |
| 6M High / 6M Low: |
3.670 |
0.580 |
| High (YTD): |
2024-01-17 |
3.670 |
| Low (YTD): |
2024-05-27 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.18% |
| Volatility 6M: |
|
115.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
