BNP Paribas Put 1.4 GBP/USD 20.12.2024
/ DE000PN6WC00
BNP Paribas Put 1.4 GBP/USD 20.12.../ DE000PN6WC00 /
| 11/15/2024 1:14:53 PM |
Chg.-0.37 |
Bid2:11:08 PM |
Ask2:11:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.37EUR |
-2.90% |
12.39
Bid Size: 10,000 |
12.41
Ask Size: 10,000 |
- |
1.40 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PN6WC0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.40 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.27 |
| Intrinsic value: |
12.66 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.06 |
| Parity: |
12.66 |
| Time value: |
0.07 |
| Break-even: |
1.20 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
-0.89 |
| Theta: |
0.00 |
| Omega: |
-8.43 |
| Rho: |
0.00 |
Quote data
| Open: |
12.62 |
| High: |
12.68 |
| Low: |
12.37 |
| Previous Close: |
12.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.48% |
| 1 Month |
|
|
+45.02% |
| 3 Months |
|
|
+21.75% |
| YTD |
|
|
+9.37% |
| 1 Year |
|
|
-11.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.74 |
10.10 |
| 1M High / 1M Low: |
12.74 |
8.53 |
| 6M High / 6M Low: |
12.74 |
5.51 |
| High (YTD): |
4/22/2024 |
14.74 |
| Low (YTD): |
9/26/2024 |
5.51 |
| 52W High: |
4/22/2024 |
14.74 |
| 52W Low: |
9/26/2024 |
5.51 |
| Avg. price 1W: |
|
11.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
11.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.64% |
| Volatility 6M: |
|
81.25% |
| Volatility 1Y: |
|
68.99% |
| Volatility 3Y: |
|
- |
