BNP Paribas Put 250 AMGN 20.12.2024
/ DE000PN6Z738
BNP Paribas Put 250 AMGN 20.12.20.../ DE000PN6Z738 /
| 5/17/2024 9:50:30 PM |
Chg.+0.020 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.530
Bid Size: 15,500 |
0.550
Ask Size: 15,500 |
Amgen Inc |
250.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PN6Z73 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-5.96 |
| Time value: |
0.55 |
| Break-even: |
224.54 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-6.94 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.510 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-67.47% |
| 3 Months |
|
|
-53.04% |
| YTD |
|
|
-55.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.520 |
| 1M High / 1M Low: |
1.700 |
0.520 |
| 6M High / 6M Low: |
1.810 |
0.520 |
| High (YTD): |
4/18/2024 |
1.700 |
| Low (YTD): |
5/16/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.206 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.24% |
| Volatility 6M: |
|
120.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
