BNP Paribas Put 50 BAER 20.12.2024
/ DE000PN8TJK8
BNP Paribas Put 50 BAER 20.12.202.../ DE000PN8TJK8 /
2024-06-03 4:21:28 PM |
Chg.-0.020 |
Bid4:23:23 PM |
Ask4:23:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-6.90% |
- Bid Size: - |
- Ask Size: - |
JULIUS BAER N |
50.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PN8TJK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
JULIUS BAER N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
-0.39 |
Time value: |
0.30 |
Break-even: |
48.08 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-5.59 |
Rho: |
-0.11 |
Quote data
Open: |
0.280 |
High: |
0.290 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-28.95% |
3 Months |
|
|
-61.97% |
YTD |
|
|
-67.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.270 |
1M High / 1M Low: |
0.370 |
0.240 |
6M High / 6M Low: |
1.020 |
0.240 |
High (YTD): |
2024-01-17 |
0.910 |
Low (YTD): |
2024-05-24 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.299 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.636 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.84% |
Volatility 6M: |
|
98.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |