BNP Paribas Put 65 BNR 20.09.2024
/ DE000PZ09YB9
BNP Paribas Put 65 BNR 20.09.2024/ DE000PZ09YB9 /
| 2024-06-21 6:16:06 PM |
Chg.0.000 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.320
Bid Size: 9,375 |
0.340
Ask Size: 8,824 |
BRENNTAG SE NA O.N. |
65.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PZ09YB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.05 |
| Time value: |
0.29 |
| Break-even: |
61.60 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-8.91 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+52.38% |
| 3 Months |
|
|
+190.91% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.200 |
| 6M High / 6M Low: |
0.330 |
0.080 |
| High (YTD): |
2024-06-19 |
0.330 |
| Low (YTD): |
2024-03-01 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.60% |
| Volatility 6M: |
|
172.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
