BNP Paribas Put 30 SZG 20.12.2024
/ DE000PN7DG16
BNP Paribas Put 30 SZG 20.12.2024/ DE000PN7DG16 /
| 2024-05-17 6:10:32 PM |
Chg.-0.070 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-8.86% |
-
Bid Size: - |
-
Ask Size: - |
SALZGITTER AG O.N. |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DG1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
0.74 |
| Time value: |
0.08 |
| Break-even: |
21.80 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-1.88 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.680 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-8.86% |
| 3 Months |
|
|
+10.77% |
| YTD |
|
|
+41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.790 |
| 1M High / 1M Low: |
0.850 |
0.630 |
| 6M High / 6M Low: |
0.850 |
0.440 |
| High (YTD): |
2024-05-07 |
0.850 |
| Low (YTD): |
2024-01-02 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.47% |
| Volatility 6M: |
|
84.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
