OverviewChartNewsTraderScreen

BNP Paribas Put 350 SRT3 20.09.20.../  DE000PN8W9T2  /

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
1.050EUR -7.89% 1.050
Bid Size: 8,600		 1.070
Ask Size: 8,600		 SARTORIUS AG VZO O.N... 350.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8W9T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 350.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -2.04
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.14
Implied volatility: 0.62
Historic volatility: 0.46
Parity: 1.14
Time value: 0.02
Break-even: 234.00
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.75%
Delta: -0.84
Theta: -0.06
Omega: -1.70
Rho: -0.92
 

Quote data

Open: 1.130
High: 1.130
Low: 1.050
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+43.84%
3 Months  
+138.64%
YTD  
+77.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.090
1M High / 1M Low: 1.140 0.670
6M High / 6M Low: 1.140 0.320
High (YTD): 2024-06-04 1.140
Low (YTD): 2024-03-22 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   1.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.51%
Volatility 6M:   131.07%
Volatility 1Y:   -
Volatility 3Y:   -