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

EUWAX
2024-09-25  9:19:15 AM Chg.-0.11 Bid3:21:21 PM Ask3:21:21 PM Underlying Strike price Expiration date Option type
2.19EUR -4.78% 2.10
Bid Size: 10,000		 2.11
Ask Size: 10,000		 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: -5.80
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 2.02
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 2.02
Time value: 0.23
Break-even: 127.60
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.90%
Delta: -0.60
Theta: -0.01
Omega: -3.50
Rho: -1.24
 

Quote data

Open: 2.19
High: 2.19
Low: 2.19
Previous Close: 2.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.75%
1 Month
  -10.61%
3 Months  
+42.21%
YTD  
+6.83%
1 Year
  -19.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.54 2.30
1M High / 1M Low: 2.54 2.13
6M High / 6M Low: 2.69 1.32
High (YTD): 2024-08-13 2.69
Low (YTD): 2024-05-23 1.32
52W High: 2023-10-04 3.03
52W Low: 2024-05-23 1.32
Avg. price 1W:   2.40
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.93
Avg. volume 6M:   232.56
Avg. price 1Y:   2.13
Avg. volume 1Y:   140.63
Volatility 1M:   49.30%
Volatility 6M:   67.39%
Volatility 1Y:   65.38%
Volatility 3Y:   -