OverviewChartNewsTraderScreen

BNP Paribas Put 340 SRT3 20.09.20.../  DE000PN8W9S4  /

Frankfurt Zert./BNP
2024-06-05  9:50:11 PM Chg.-0.090 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.950EUR -8.65% 0.950
Bid Size: 8,800		 0.970
Ask Size: 8,800		 SARTORIUS AG VZO O.N... 340.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8W9S
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 340.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -2.23
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.04
Implied volatility: 0.58
Historic volatility: 0.46
Parity: 1.04
Time value: 0.02
Break-even: 234.00
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.92%
Delta: -0.83
Theta: -0.06
Omega: -1.86
Rho: -0.89
 

Quote data

Open: 1.040
High: 1.040
Low: 0.950
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+46.15%
3 Months  
+143.59%
YTD  
+75.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 1.000
1M High / 1M Low: 1.040 0.590
6M High / 6M Low: 1.040 0.280
High (YTD): 2024-06-04 1.040
Low (YTD): 2024-03-22 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   1.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.32%
Volatility 6M:   136.45%
Volatility 1Y:   -
Volatility 3Y:   -