BNP Paribas Put 70 BNR 21.06.2024
/ DE000PC7Y0J4
BNP Paribas Put 70 BNR 21.06.2024/ DE000PC7Y0J4 /
2024-05-24 9:50:11 PM |
Chg.+0.040 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+8.70% |
0.490 Bid Size: 6,123 |
0.520 Ask Size: 5,770 |
BRENNTAG SE NA O.N. |
70.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
PC7Y0J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-09 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.49 |
Time value: |
0.03 |
Break-even: |
64.80 |
Moneyness: |
1.08 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
6.12% |
Delta: |
-0.81 |
Theta: |
-0.02 |
Omega: |
-10.20 |
Rho: |
-0.04 |
Quote data
Open: |
0.460 |
High: |
0.550 |
Low: |
0.460 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+78.57% |
1 Month |
|
|
+316.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.290 |
1M High / 1M Low: |
0.500 |
0.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
885.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |