OverviewChartNewsTraderScreen

BNP Paribas Put 140 BEI 20.12.202.../  DE000PN2EZU8  /

Frankfurt Zert./BNP
07/06/2024  21:50:21 Chg.-0.070 Bid07/06/2024 Ask07/06/2024 Underlying Strike price Expiration date Option type
0.500EUR -12.28% 0.500
Bid Size: 6,000		 0.520
Ask Size: 5,770		 BEIERSDORF AG O.N. 140.00 EUR 20/12/2024 Put
 

Master data

WKN: PN2EZU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 20/12/2024
Issue date: 24/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.89
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -0.51
Time value: 0.52
Break-even: 134.80
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 4.00%
Delta: -0.33
Theta: -0.02
Omega: -9.21
Rho: -0.28
 

Quote data

Open: 0.580
High: 0.580
Low: 0.490
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -3.85%
3 Months
  -51.92%
YTD
  -54.55%
1 Year
  -78.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 0.580 0.460
6M High / 6M Low: 1.370 0.460
High (YTD): 09/04/2024 1.370
Low (YTD): 22/05/2024 0.460
52W High: 20/07/2023 2.610
52W Low: 22/05/2024 0.460
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   0.943
Avg. volume 6M:   0.000
Avg. price 1Y:   1.473
Avg. volume 1Y:   0.000
Volatility 1M:   106.99%
Volatility 6M:   104.32%
Volatility 1Y:   87.38%
Volatility 3Y:   -