BNP Paribas Put 50 BAER 20.09.2024
/ DE000PN8TJE1
BNP Paribas Put 50 BAER 20.09.202.../ DE000PN8TJE1 /
| 2024-06-03 4:21:14 PM |
Chg.-0.010 |
Bid5:19:06 PM |
Ask5:19:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
50.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TJE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
-0.39 |
| Time value: |
0.19 |
| Break-even: |
49.18 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-8.23 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.180 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-39.29% |
| 3 Months |
|
|
-73.02% |
| YTD |
|
|
-77.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
0.960 |
0.140 |
| High (YTD): |
2024-01-17 |
0.850 |
| Low (YTD): |
2024-05-24 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.23% |
| Volatility 6M: |
|
124.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
