BNP Paribas Put 15 CLN 20.09.2024
/ DE000PN8TKN0
BNP Paribas Put 15 CLN 20.09.2024/ DE000PN8TKN0 /
| 2024-06-14 10:15:47 AM |
Chg.+0.17 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+12.88% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.65 |
| Time value: |
0.14 |
| Break-even: |
13.95 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
2.29% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-5.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.67% |
| 1 Month |
|
|
-8.59% |
| 3 Months |
|
|
-61.20% |
| YTD |
|
|
-53.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.32 |
| 1M High / 1M Low: |
1.63 |
1.02 |
| 6M High / 6M Low: |
4.63 |
1.02 |
| High (YTD): |
2024-01-22 |
4.63 |
| Low (YTD): |
2024-05-27 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.53% |
| Volatility 6M: |
|
83.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
