BNP Paribas Put 150 BEI 20.12.2024
/ DE000PN8U149
BNP Paribas Put 150 BEI 20.12.202.../ DE000PN8U149 /
| 6/24/2024 8:20:31 PM |
Chg.-0.070 |
Bid6/24/2024 |
Ask6/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-5.93% |
1.110
Bid Size: 2,703 |
1.130
Ask Size: 2,655 |
BEIERSDORF AG O.N. |
150.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PN8U14 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.90 |
| Time value: |
0.30 |
| Break-even: |
138.00 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-6.94 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.100 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.07% |
| 1 Month |
|
|
+26.14% |
| 3 Months |
|
|
-39.67% |
| YTD |
|
|
-35.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.860 |
| 1M High / 1M Low: |
1.240 |
0.850 |
| 6M High / 6M Low: |
2.180 |
0.850 |
| High (YTD): |
4/9/2024 |
2.180 |
| Low (YTD): |
6/12/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.990 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.88% |
| Volatility 6M: |
|
100.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
