BNP Paribas Put 300 SRT3 21.06.20.../  DE000PN4Z3Q2  /

EUWAX
2024-06-14  6:09:26 PM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.540EUR -5.26% -
Bid Size: -
-
Ask Size: -
SARTORIUS AG VZO O.N... 300.00 EUR 2024-06-21 Put
 

Master data

WKN: PN4Z3Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 300.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-20
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -4.31
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 1.35
Historic volatility: 0.46
Parity: 0.54
Time value: 0.03
Break-even: 243.00
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.94
Spread abs.: 0.04
Spread %: 7.55%
Delta: -0.86
Theta: -0.77
Omega: -3.69
Rho: -0.04
 

Quote data

Open: 0.570
High: 0.570
Low: 0.530
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month  
+170.00%
3 Months  
+390.91%
YTD  
+92.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.480
1M High / 1M Low: 0.630 0.200
6M High / 6M Low: 0.630 0.078
High (YTD): 2024-06-04 0.630
Low (YTD): 2024-03-22 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.77%
Volatility 6M:   251.24%
Volatility 1Y:   -
Volatility 3Y:   -