BNP Paribas Put 30 COK 20.09.2024
/ DE000PN8U792
BNP Paribas Put 30 COK 20.09.2024/ DE000PN8U792 /
| 2024-05-14 3:06:21 PM |
Chg.-0.100 |
Bid2024-05-14 |
Ask2024-05-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-31.25% |
0.220
Bid Size: 61,000 |
0.240
Ask Size: 61,000 |
CANCOM SE O.N. |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8U79 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
0.05 |
| Time value: |
0.29 |
| Break-even: |
26.60 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-3.88 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.220 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-42.11% |
| YTD |
|
|
-45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.390 |
0.280 |
| 6M High / 6M Low: |
0.620 |
0.280 |
| High (YTD): |
2024-03-19 |
0.610 |
| Low (YTD): |
2024-04-15 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.72% |
| Volatility 6M: |
|
108.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
