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BNP Paribas Put 300 AMGN 17.01.20.../  DE000PN6Z761  /

Frankfurt Zert./BNP
20/09/2024  21:50:24 Chg.-0.010 Bid21:59:10 Ask21:59:10 Underlying Strike price Expiration date Option type
0.980EUR -1.01% 0.980
Bid Size: 14,000		 1.000
Ask Size: 14,000		 Amgen Inc 300.00 USD 17/01/2025 Put
 

Master data

WKN: PN6Z76
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 17/01/2025
Issue date: 11/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.22
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.21
Parity: -3.35
Time value: 1.00
Break-even: 258.74
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 2.04%
Delta: -0.24
Theta: -0.08
Omega: -7.20
Rho: -0.27
 

Quote data

Open: 0.970
High: 1.010
Low: 0.950
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month
  -24.62%
3 Months
  -46.74%
YTD
  -67.97%
1 Year
  -75.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.980
1M High / 1M Low: 1.400 0.980
6M High / 6M Low: 4.370 0.980
High (YTD): 18/04/2024 4.370
Low (YTD): 20/09/2024 0.980
52W High: 31/10/2023 4.940
52W Low: 20/09/2024 0.980
Avg. price 1W:   1.038
Avg. volume 1W:   0.000
Avg. price 1M:   1.151
Avg. volume 1M:   0.000
Avg. price 6M:   2.096
Avg. volume 6M:   0.000
Avg. price 1Y:   2.763
Avg. volume 1Y:   0.000
Volatility 1M:   110.69%
Volatility 6M:   120.92%
Volatility 1Y:   105.92%
Volatility 3Y:   -