BNP Paribas Put 90 BNR 20.12.2024
/ DE000PN76RF9
BNP Paribas Put 90 BNR 20.12.2024/ DE000PN76RF9 /
| 2024-05-24 6:09:41 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
90.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
PN76RF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
2.50 |
| Time value: |
0.02 |
| Break-even: |
64.80 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-2.08 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.45 |
| High: |
2.52 |
| Low: |
2.45 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.22% |
| 3 Months |
|
|
+79.14% |
| YTD |
|
|
+128.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.49 |
2.18 |
| 6M High / 6M Low: |
2.49 |
0.93 |
| High (YTD): |
2024-05-24 |
2.49 |
| Low (YTD): |
2024-03-01 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.06% |
| Volatility 6M: |
|
91.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
