BNP Paribas Put 110 NEM 21.03.2025
/ DE000PG2NX38
BNP Paribas Put 110 NEM 21.03.202.../ DE000PG2NX38 /
| 9/18/2024 6:14:14 PM |
Chg.0.00 |
Bid7:15:03 PM |
Ask7:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
0.00% |
2.26
Bid Size: 1,328 |
2.29
Ask Size: 1,311 |
NEMETSCHEK SE O.N. |
110.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
PG2NX3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
2.22 |
| Time value: |
0.09 |
| Break-even: |
86.90 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-2.89 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.29 |
| High: |
2.30 |
| Low: |
2.25 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.58% |
| 1 Month |
|
|
+3.18% |
| 3 Months |
|
|
+3.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.14 |
| 1M High / 1M Low: |
2.38 |
1.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
