BNP Paribas Put 75 BNR 20.09.2024
/ DE000PN8U4G2
BNP Paribas Put 75 BNR 20.09.2024/ DE000PN8U4G2 /
| 2024-06-21 12:20:34 PM |
Chg.+0.030 |
Bid12:24:06 PM |
Ask12:24:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+2.83% |
1.100
Bid Size: 16,300 |
1.120
Ask Size: 16,300 |
BRENNTAG SE NA O.N. |
75.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
PN8U4G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.05 |
| Time value: |
0.04 |
| Break-even: |
64.10 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-4.71 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.060 |
| High: |
1.090 |
| Low: |
1.060 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.92% |
| 1 Month |
|
|
+36.25% |
| 3 Months |
|
|
+220.59% |
| YTD |
|
|
+251.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.000 |
| 1M High / 1M Low: |
1.070 |
0.800 |
| 6M High / 6M Low: |
1.070 |
0.220 |
| High (YTD): |
2024-06-19 |
1.070 |
| Low (YTD): |
2024-03-01 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.71% |
| Volatility 6M: |
|
153.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
