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BNP Paribas Put 150 BEI 19.12.202.../  DE000PN64QJ9  /

Frankfurt Zert./BNP
2024-09-26  4:21:12 PM Chg.-0.190 Bid4:29:43 PM Ask4:29:43 PM Underlying Strike price Expiration date Option type
1.890EUR -9.13% 1.900
Bid Size: 11,000		 1.910
Ask Size: 11,000		 BEIERSDORF AG O.N. 150.00 EUR 2025-12-19 Put
 

Master data

WKN: PN64QJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 2025-12-19
Issue date: 2023-08-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.31
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.81
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 1.81
Time value: 0.29
Break-even: 129.10
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.97%
Delta: -0.58
Theta: -0.01
Omega: -3.68
Rho: -1.20
 

Quote data

Open: 2.020
High: 2.070
Low: 1.880
Previous Close: 2.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -20.59%
3 Months  
+21.94%
YTD
  -7.35%
1 Year
  -30.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.370 2.080
1M High / 1M Low: 2.600 2.080
6M High / 6M Low: 2.740 1.360
High (YTD): 2024-08-13 2.740
Low (YTD): 2024-05-22 1.360
52W High: 2023-10-04 3.020
52W Low: 2024-05-22 1.360
Avg. price 1W:   2.256
Avg. volume 1W:   0.000
Avg. price 1M:   2.318
Avg. volume 1M:   0.000
Avg. price 6M:   1.929
Avg. volume 6M:   0.000
Avg. price 1Y:   2.122
Avg. volume 1Y:   0.000
Volatility 1M:   63.06%
Volatility 6M:   63.01%
Volatility 1Y:   61.10%
Volatility 3Y:   -