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BNP Paribas Put 400 IDXX 17.01.20.../  DE000PN8Y8Y2  /

Frankfurt Zert./BNP
2024-06-20  6:50:29 PM Chg.+0.015 Bid2024-06-20 Ask2024-06-20 Underlying Strike price Expiration date Option type
0.110EUR +15.79% 0.110
Bid Size: 70,800		 0.120
Ask Size: 70,800		 IDEXX Laboratories I... 400.00 USD 2025-01-17 Put
 

Master data

WKN: PN8Y8Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-28
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -39.05
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -0.96
Time value: 0.12
Break-even: 360.20
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 26.32%
Delta: -0.15
Theta: -0.07
Omega: -5.94
Rho: -0.48
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.095
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+22.22%
3 Months
  -26.67%
YTD
  -38.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.095
1M High / 1M Low: 0.130 0.090
6M High / 6M Low: 0.250 0.078
High (YTD): 2024-01-17 0.250
Low (YTD): 2024-05-17 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.55%
Volatility 6M:   122.82%
Volatility 1Y:   -
Volatility 3Y:   -