BNP Paribas Put 72 BNR 20.09.2024
/ DE000PN8U4F4
BNP Paribas Put 72 BNR 20.09.2024/ DE000PN8U4F4 /
| 2024-06-21 6:09:51 PM |
Chg.+0.010 |
Bid6:52:31 PM |
Ask6:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+1.27% |
0.800
Bid Size: 3,750 |
0.830
Ask Size: 3,615 |
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: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
+35.59% |
| 3 Months |
|
|
+220.00% |
| YTD |
|
|
+247.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.730 |
| 1M High / 1M Low: |
0.800 |
0.590 |
| 6M High / 6M Low: |
0.800 |
0.170 |
| High (YTD): |
2024-06-19 |
0.800 |
| Low (YTD): |
2024-03-01 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.60% |
| Volatility 6M: |
|
165.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
