BNP Paribas Put 180 PEP 20.12.2024
/ DE000PE89NJ2
BNP Paribas Put 180 PEP 20.12.202.../ DE000PE89NJ2 /
2024-06-19 8:44:27 AM |
Chg.- |
Bid8:00:12 AM |
Ask8:00:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
- |
1.35 Bid Size: 3,625 |
- Ask Size: - |
PEPSICO INC. DL-... |
180.00 - |
2024-12-20 |
Put |
Master data
WKN: |
PE89NJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PEPSICO INC. DL-,0166 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.50 |
Intrinsic value: |
2.50 |
Implied volatility: |
- |
Historic volatility: |
0.15 |
Parity: |
2.50 |
Time value: |
-1.07 |
Break-even: |
165.70 |
Moneyness: |
1.16 |
Premium: |
-0.07 |
Premium p.a.: |
-0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.69% |
1 Month |
|
|
+118.46% |
3 Months |
|
|
+21.37% |
YTD |
|
|
-2.07% |
1 Year |
|
|
+42.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.61 |
1.42 |
1M High / 1M Low: |
1.61 |
0.65 |
6M High / 6M Low: |
1.75 |
0.64 |
High (YTD): |
2024-03-06 |
1.75 |
Low (YTD): |
2024-05-17 |
0.64 |
52W High: |
2023-10-12 |
2.32 |
52W Low: |
2024-05-17 |
0.64 |
Avg. price 1W: |
|
1.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.35 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
185.57% |
Volatility 6M: |
|
136.13% |
Volatility 1Y: |
|
117.25% |
Volatility 3Y: |
|
- |