BNP Paribas Put 62 BNR 20.09.2024
/ DE000PZ09YA1
BNP Paribas Put 62 BNR 20.09.2024/ DE000PZ09YA1 /
| 2024-06-21 5:12:04 PM |
Chg.+0.010 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
62.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PZ09YA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
62.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.25 |
| Time value: |
0.21 |
| Break-even: |
59.90 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-10.30 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
+173.97% |
| YTD |
|
|
+124.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.200 |
0.110 |
| 6M High / 6M Low: |
0.200 |
0.057 |
| High (YTD): |
2024-06-19 |
0.200 |
| Low (YTD): |
2024-03-01 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.108 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.54% |
| Volatility 6M: |
|
183.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
