BNP Paribas Put 88 BNR 20.09.2024
/ DE000PN8U4M0
BNP Paribas Put 88 BNR 20.09.2024/ DE000PN8U4M0 /
| 5/24/2024 6:10:01 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
88.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PN8U4M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
88.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.19 |
| Parity: |
2.13 |
| Time value: |
0.19 |
| Break-even: |
64.80 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.31% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-2.15 |
| Rho: |
-0.20 |
Quote data
| Open: |
2.25 |
| High: |
2.33 |
| Low: |
2.25 |
| Previous Close: |
2.23 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+84.68% |
| 3 Months |
|
|
+100.88% |
| YTD |
|
|
+160.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.29 |
1.24 |
| 6M High / 6M Low: |
2.29 |
0.72 |
| High (YTD): |
5/24/2024 |
2.29 |
| Low (YTD): |
3/1/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.48% |
| Volatility 6M: |
|
109.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
