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BNP Paribas Put 360 SRT3 20.09.20.../  DE000PN8W9U0  /

Frankfurt Zert./BNP
2024-06-06  9:50:13 AM Chg.-0.060 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
1.080EUR -5.26% 1.080
Bid Size: 41,750		 1.100
Ask Size: 41,750		 SARTORIUS AG VZO O.N... 360.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8W9U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 360.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -2.12
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.14
Implied volatility: 0.60
Historic volatility: 0.46
Parity: 1.14
Time value: 0.02
Break-even: 244.00
Moneyness: 1.46
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.75%
Delta: -0.83
Theta: -0.06
Omega: -1.77
Rho: -0.93
 

Quote data

Open: 1.140
High: 1.140
Low: 1.080
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.24%
1 Month  
+30.12%
3 Months  
+129.79%
YTD  
+66.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.140
1M High / 1M Low: 1.240 0.750
6M High / 6M Low: 1.240 0.360
High (YTD): 2024-06-04 1.240
Low (YTD): 2024-03-22 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   1.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   0.679
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.86%
Volatility 6M:   126.99%
Volatility 1Y:   -
Volatility 3Y:   -