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BNP Paribas Put 72 BNR 20.09.2024/  DE000PN8U4F4  /

Frankfurt Zert./BNP
2024-06-21  3:50:11 PM Chg.+0.030 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.820EUR +3.80% 0.820
Bid Size: 17,900		 0.840
Ask Size: 17,900		 BRENNTAG SE NA O.N. 72.00 EUR 2024-09-20 Put
 

Master data

WKN: PN8U4F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 72.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.87
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.75
Time value: 0.07
Break-even: 63.80
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 3.80%
Delta: -0.74
Theta: -0.01
Omega: -5.81
Rho: -0.14
 

Quote data

Open: 0.790
High: 0.820
Low: 0.790
Previous Close: 0.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month  
+43.86%
3 Months  
+228.00%
YTD  
+241.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.730
1M High / 1M Low: 0.800 0.570
6M High / 6M Low: 0.800 0.160
High (YTD): 2024-06-19 0.800
Low (YTD): 2024-03-01 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.708
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.39%
Volatility 6M:   160.70%
Volatility 1Y:   -
Volatility 3Y:   -