BNP Paribas Put 15 CLN 20.12.2024
/ DE000PN7C479
BNP Paribas Put 15 CLN 20.12.2024/ DE000PN7C479 /
2024-09-20 4:21:29 PM |
Chg.+0.240 |
Bid5:19:41 PM |
Ask5:19:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.170EUR |
+8.19% |
- Bid Size: - |
- Ask Size: - |
CLARIANT N |
15.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PN7C47 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.29 |
Intrinsic value: |
3.29 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
3.29 |
Time value: |
-0.01 |
Break-even: |
12.52 |
Moneyness: |
1.26 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.04 |
Spread %: |
1.23% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.980 |
High: |
3.170 |
Low: |
2.980 |
Previous Close: |
2.930 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.97% |
1 Month |
|
|
+41.52% |
3 Months |
|
|
+75.14% |
YTD |
|
|
-6.76% |
1 Year |
|
|
+52.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.170 |
2.590 |
1M High / 1M Low: |
3.170 |
1.960 |
6M High / 6M Low: |
3.500 |
1.050 |
High (YTD): |
2024-01-17 |
4.720 |
Low (YTD): |
2024-07-05 |
1.050 |
52W High: |
2024-01-17 |
4.720 |
52W Low: |
2024-07-05 |
1.050 |
Avg. price 1W: |
|
2.906 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.482 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.806 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.26% |
Volatility 6M: |
|
138.97% |
Volatility 1Y: |
|
108.62% |
Volatility 3Y: |
|
- |