BNP Paribas Put 12 CLN 20.12.2024
/ DE000PN7C461
BNP Paribas Put 12 CLN 20.12.2024/ DE000PN7C461 /
| 04/07/2024 16:21:06 |
Chg.+0.010 |
Bid16:22:15 |
Ask16:22:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
12.00 CHF |
20/12/2024 |
Put |
Master data
| WKN: |
PN7C46 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-2.77 |
| Time value: |
0.25 |
| Break-even: |
12.09 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-8.12 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
-73.63% |
| YTD |
|
|
-81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.230 |
| 1M High / 1M Low: |
0.470 |
0.230 |
| 6M High / 6M Low: |
2.050 |
0.230 |
| High (YTD): |
17/01/2024 |
2.050 |
| Low (YTD): |
03/07/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.93% |
| Volatility 6M: |
|
122.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
