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BNP Paribas Put 140 BEI 19.12.202.../  DE000PN64QH3  /

Frankfurt Zert./BNP
25/09/2024  21:50:13 Chg.-0.110 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
1.430EUR -7.14% 1.420
Bid Size: 2,600		 1.440
Ask Size: 2,600		 BEIERSDORF AG O.N. 140.00 EUR 19/12/2025 Put
 

Master data

WKN: PN64QH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 19/12/2025
Issue date: 11/08/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.32
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.02
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 1.02
Time value: 0.55
Break-even: 124.40
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.30%
Delta: -0.50
Theta: -0.01
Omega: -4.19
Rho: -1.00
 

Quote data

Open: 1.580
High: 1.580
Low: 1.410
Previous Close: 1.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.70%
1 Month
  -14.37%
3 Months  
+28.83%
YTD
  -3.38%
1 Year
  -28.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.540
1M High / 1M Low: 1.850 1.480
6M High / 6M Low: 1.990 0.950
High (YTD): 13/08/2024 1.990
Low (YTD): 22/05/2024 0.950
52W High: 27/10/2023 2.230
52W Low: 22/05/2024 0.950
Avg. price 1W:   1.652
Avg. volume 1W:   0.000
Avg. price 1M:   1.629
Avg. volume 1M:   0.000
Avg. price 6M:   1.361
Avg. volume 6M:   0.000
Avg. price 1Y:   1.528
Avg. volume 1Y:   0.000
Volatility 1M:   70.04%
Volatility 6M:   67.73%
Volatility 1Y:   64.92%
Volatility 3Y:   -