BNP Paribas Put 3500 GIVN 20.12.2024
/ DE000PN8TL77
BNP Paribas Put 3500 GIVN 20.12.2.../ DE000PN8TL77 /
| 2024-06-13 4:21:22 PM |
Chg.+0.030 |
Bid5:05:17 PM |
Ask5:05:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,500.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN8TL7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,500.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-91.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-8.63 |
| Time value: |
0.49 |
| Break-even: |
3,571.39 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.10 |
| Theta: |
-0.38 |
| Omega: |
-9.55 |
| Rho: |
-2.69 |
Quote data
| Open: |
0.480 |
| High: |
0.520 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-43.96% |
| 3 Months |
|
|
-65.07% |
| YTD |
|
|
-86.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.480 |
| 1M High / 1M Low: |
0.910 |
0.480 |
| 6M High / 6M Low: |
4.320 |
0.480 |
| High (YTD): |
2024-01-08 |
4.320 |
| Low (YTD): |
2024-06-12 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.12% |
| Volatility 6M: |
|
98.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
