BNP Paribas Put 15 SZU 20.12.2024
/ DE000PN7DHA9
BNP Paribas Put 15 SZU 20.12.2024/ DE000PN7DHA9 /
| 2024-05-30 1:07:46 PM |
Chg.+0.02 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+0.99% |
2.05
Bid Size: 3,000 |
2.09
Ask Size: 3,000 |
SUEDZUCKER AG O.N. |
15.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DHA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
1.23 |
| Time value: |
0.87 |
| Break-even: |
12.90 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
2.44% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-3.51 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.02 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.02% |
| 1 Month |
|
|
-12.39% |
| 3 Months |
|
|
-19.29% |
| YTD |
|
|
+7.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.93 |
| 1M High / 1M Low: |
2.36 |
1.78 |
| 6M High / 6M Low: |
3.02 |
1.76 |
| High (YTD): |
2024-03-19 |
3.02 |
| Low (YTD): |
2024-01-04 |
1.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.17% |
| Volatility 6M: |
|
77.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
