BNP Paribas Put 60 BAER 20.12.2024
/ DE000PN7C4P6
BNP Paribas Put 60 BAER 20.12.202.../ DE000PN7C4P6 /
| 2024-06-03 4:21:28 PM |
Chg.-0.040 |
Bid5:14:26 PM |
Ask5:14:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-4.88% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
60.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C4P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
0.63 |
| Time value: |
0.19 |
| Break-even: |
53.09 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-4.04 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-20.41% |
| 3 Months |
|
|
-49.35% |
| YTD |
|
|
-52.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.750 |
| 1M High / 1M Low: |
0.980 |
0.690 |
| 6M High / 6M Low: |
1.880 |
0.690 |
| High (YTD): |
2024-01-17 |
1.780 |
| Low (YTD): |
2024-05-23 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.47% |
| Volatility 6M: |
|
73.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
