BNP Paribas Put 30 SZG 20.09.2024
/ DE000PN8XAJ1
BNP Paribas Put 30 SZG 20.09.2024/ DE000PN8XAJ1 /
| 6/7/2024 6:20:48 PM |
Chg.+0.060 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+7.06% |
0.910
Bid Size: 3,297 |
0.930
Ask Size: 3,226 |
SALZGITTER AG O.N. |
30.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.35 |
| Parity: |
0.86 |
| Time value: |
0.01 |
| Break-even: |
21.30 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
-0.84 |
| Theta: |
0.00 |
| Omega: |
-2.07 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.850 |
| High: |
0.920 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.66% |
| 1 Month |
|
|
+9.64% |
| 3 Months |
|
|
+24.66% |
| YTD |
|
|
+102.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.730 |
| 1M High / 1M Low: |
0.850 |
0.680 |
| 6M High / 6M Low: |
0.850 |
0.380 |
| High (YTD): |
6/6/2024 |
0.850 |
| Low (YTD): |
1/2/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.12% |
| Volatility 6M: |
|
101.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
