BNP Paribas Put 30 SZG 20.09.2024
/ DE000PN8XAJ1
BNP Paribas Put 30 SZG 20.09.2024/ DE000PN8XAJ1 /
| 2024-05-17 9:20:22 PM |
Chg.-0.090 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-11.54% |
0.690
Bid Size: 4,348 |
0.710
Ask Size: 4,226 |
SALZGITTER AG O.N. |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8XAJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.35 |
| Parity: |
0.74 |
| Time value: |
0.06 |
| Break-even: |
22.00 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-2.08 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.650 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.75% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
+15.00% |
| YTD |
|
|
+53.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.780 |
| 1M High / 1M Low: |
0.830 |
0.580 |
| 6M High / 6M Low: |
0.830 |
0.380 |
| High (YTD): |
2024-05-07 |
0.830 |
| Low (YTD): |
2024-01-02 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.52% |
| Volatility 6M: |
|
97.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
