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BNP Paribas Put 70 BNR 20.09.2024/  DE000PN8U4E7  /

Frankfurt Zert./BNP
2024-06-21  12:20:41 PM Chg.+0.030 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.660EUR +4.76% 0.660
Bid Size: 19,900		 0.670
Ask Size: 19,900		 BRENNTAG SE NA O.N. 70.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8U4E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.92
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.55
Time value: 0.10
Break-even: 63.50
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 3.17%
Delta: -0.69
Theta: -0.01
Omega: -6.80
Rho: -0.13
 

Quote data

Open: 0.630
High: 0.660
Low: 0.630
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.86%
1 Month  
+50.00%
3 Months  
+230.00%
YTD  
+230.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.570
1M High / 1M Low: 0.640 0.440
6M High / 6M Low: 0.640 0.130
High (YTD): 2024-06-19 0.640
Low (YTD): 2024-03-01 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.82%
Volatility 6M:   171.20%
Volatility 1Y:   -
Volatility 3Y:   -