BNP Paribas Put 12 CLN 20.12.2024
/ DE000PN7C461
BNP Paribas Put 12 CLN 20.12.2024/ DE000PN7C461 /
2024-07-25 9:21:03 AM |
Chg.+0.020 |
Bid10:05:45 AM |
Ask10:05:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+8.33% |
0.260 Bid Size: 22,000 |
0.280 Ask Size: 22,000 |
CLARIANT N |
12.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PN7C46 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CLARIANT N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
-2.54 |
Time value: |
0.26 |
Break-even: |
12.25 |
Moneyness: |
0.83 |
Premium: |
0.19 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
-0.15 |
Theta: |
0.00 |
Omega: |
-8.41 |
Rho: |
-0.01 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.81% |
1 Month |
|
|
-35.00% |
3 Months |
|
|
-68.67% |
YTD |
|
|
-80.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.210 |
1M High / 1M Low: |
0.400 |
0.210 |
6M High / 6M Low: |
1.990 |
0.210 |
High (YTD): |
2024-01-17 |
2.050 |
Low (YTD): |
2024-07-18 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.912 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.48% |
Volatility 6M: |
|
127.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |