BNP Paribas Put 15 CLN 20.09.2024
/ DE000PN8TKN0
BNP Paribas Put 15 CLN 20.09.2024/ DE000PN8TKN0 /
| 2024-06-21 1:21:11 PM |
Chg.+0.150 |
Bid1:44:10 PM |
Ask1:44:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+10.56% |
1.580
Bid Size: 12,000 |
1.620
Ask Size: 12,000 |
CLARIANT N |
15.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TKN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 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: |
-10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.24 |
| Time value: |
0.20 |
| Break-even: |
14.28 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-6.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.400 |
| High: |
1.570 |
| Low: |
1.400 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.77% |
| 1 Month |
|
|
+24.60% |
| 3 Months |
|
|
-51.54% |
| YTD |
|
|
-51.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.420 |
| 1M High / 1M Low: |
1.750 |
1.050 |
| 6M High / 6M Low: |
4.680 |
1.050 |
| High (YTD): |
2024-01-17 |
4.680 |
| Low (YTD): |
2024-05-27 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.36% |
| Volatility 6M: |
|
94.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
