BNP Paribas Put 70 BNR 21.06.2024
/ DE000PC7Y0J4
BNP Paribas Put 70 BNR 21.06.2024/ DE000PC7Y0J4 /
6/14/2024 6:12:17 PM |
Chg.+0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+8.89% |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
4/9/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.59 |
Historic volatility: |
0.19 |
Parity: |
0.50 |
Time value: |
0.04 |
Break-even: |
64.60 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.05 |
Spread %: |
10.20% |
Delta: |
-0.83 |
Theta: |
-0.10 |
Omega: |
-9.95 |
Rho: |
-0.01 |
Quote data
Open: |
0.500 |
High: |
0.560 |
Low: |
0.490 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+75.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.320 |
1M High / 1M Low: |
0.540 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.430 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.434 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
280.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |