BNP Paribas Put 1.3 GBP/USD 20.09.2024
/ DE000PN6WCD6
BNP Paribas Put 1.3 GBP/USD 20.09.../ DE000PN6WCD6 /
| 01/08/2024 17:20:15 |
Chg.+0.520 |
Bid17:25:04 |
Ask17:25:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
+26.40% |
2.550
Bid Size: 5,000 |
2.560
Ask Size: 5,000 |
- |
1.30 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PN6WCD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.30 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-59.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.06 |
| Parity: |
1.34 |
| Time value: |
0.67 |
| Break-even: |
1.18 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-33.46 |
| Rho: |
0.00 |
Quote data
| Open: |
2.120 |
| High: |
2.590 |
| Low: |
2.120 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.46% |
| 1 Month |
|
|
-31.78% |
| 3 Months |
|
|
-51.74% |
| YTD |
|
|
-43.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.900 |
| 1M High / 1M Low: |
3.650 |
1.360 |
| 6M High / 6M Low: |
6.280 |
1.360 |
| High (YTD): |
22/04/2024 |
6.280 |
| Low (YTD): |
17/07/2024 |
1.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.783 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.29% |
| Volatility 6M: |
|
130.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
