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BNP Paribas Put 150 BEI 20.06.202.../  DE000PN64QD2  /

Frankfurt Zert./BNP
2024-09-26  11:20:37 AM Chg.-0.140 Bid11:46:00 AM Ask11:46:00 AM Underlying Strike price Expiration date Option type
1.770EUR -7.33% 1.750
Bid Size: 9,000		 1.760
Ask Size: 9,000		 BEIERSDORF AG O.N. 150.00 EUR 2025-06-20 Put
 

Master data

WKN: PN64QD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.84
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.81
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 1.81
Time value: 0.13
Break-even: 130.70
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 1.58%
Delta: -0.67
Theta: -0.01
Omega: -4.60
Rho: -0.79
 

Quote data

Open: 1.840
High: 1.910
Low: 1.690
Previous Close: 1.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.18%
1 Month
  -21.33%
3 Months  
+33.08%
YTD
  -5.85%
1 Year
  -33.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 1.910
1M High / 1M Low: 2.550 1.910
6M High / 6M Low: 2.660 1.130
High (YTD): 2024-08-13 2.660
Low (YTD): 2024-06-12 1.130
52W High: 2023-10-04 2.980
52W Low: 2024-06-12 1.130
Avg. price 1W:   2.120
Avg. volume 1W:   0.000
Avg. price 1M:   2.195
Avg. volume 1M:   0.000
Avg. price 6M:   1.758
Avg. volume 6M:   0.000
Avg. price 1Y:   1.975
Avg. volume 1Y:   0.000
Volatility 1M:   80.15%
Volatility 6M:   77.52%
Volatility 1Y:   72.51%
Volatility 3Y:   -