BNP Paribas Put 35 ADEN 20.09.2024
/ DE000PN8TGQ1
BNP Paribas Put 35 ADEN 20.09.202.../ DE000PN8TGQ1 /
| 6/14/2024 10:15:48 AM |
Chg.+0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+17.65% |
-
Bid Size: - |
-
Ask Size: - |
ADECCO N |
35.00 CHF |
9/20/2024 |
Put |
Master data
| WKN: |
PN8TGQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ADECCO N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.31 |
| Parity: |
0.44 |
| Time value: |
0.04 |
| Break-even: |
31.93 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-5.05 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.15% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.300 |
| 1M High / 1M Low: |
0.400 |
0.160 |
| 6M High / 6M Low: |
0.500 |
0.160 |
| High (YTD): |
4/18/2024 |
0.500 |
| Low (YTD): |
5/23/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.00% |
| Volatility 6M: |
|
128.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
