BNP Paribas Put 16 CLN 20.09.2024
/ DE000PN8TKQ3
BNP Paribas Put 16 CLN 20.09.2024/ DE000PN8TKQ3 /
| 2024-06-21 9:58:45 AM |
Chg.+0.04 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+1.74% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
16.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TKQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
2.29 |
| Time value: |
0.02 |
| Break-even: |
14.46 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.76% |
| Delta: |
-0.83 |
| Theta: |
0.00 |
| Omega: |
-5.20 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.85% |
| 1 Month |
|
|
+15.84% |
| 3 Months |
|
|
-45.58% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.30 |
| 1M High / 1M Low: |
2.72 |
1.66 |
| 6M High / 6M Low: |
5.66 |
1.66 |
| High (YTD): |
2024-01-22 |
5.66 |
| Low (YTD): |
2024-05-27 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.89% |
| Volatility 6M: |
|
72.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
