BNP Paribas Put 50 BAER 20.12.2024
/ DE000PN8TJK8
BNP Paribas Put 50 BAER 20.12.202.../ DE000PN8TJK8 /
| 5/28/2024 11:37:32 AM |
Chg.+0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
50.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
-0.46 |
| Time value: |
0.28 |
| Break-even: |
47.60 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-5.63 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-63.64% |
| YTD |
|
|
-65.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.240 |
| 1M High / 1M Low: |
0.490 |
0.240 |
| 6M High / 6M Low: |
1.060 |
0.240 |
| High (YTD): |
1/17/2024 |
0.900 |
| Low (YTD): |
5/23/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.657 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.59% |
| Volatility 6M: |
|
105.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
