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BNP Paribas Put 120 BEI 21.03.202.../  DE000PN64P69  /

Frankfurt Zert./BNP
2024-11-15  9:50:15 PM Chg.-0.020 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.350
Bid Size: 8,572		 0.370
Ask Size: 8,109		 BEIERSDORF AG O.N. 120.00 EUR 2025-03-21 Put
 

Master data

WKN: PN64P6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 2025-03-21
Issue date: 2023-08-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.59
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -0.43
Time value: 0.37
Break-even: 116.30
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 5.71%
Delta: -0.33
Theta: -0.02
Omega: -11.24
Rho: -0.16
 

Quote data

Open: 0.370
High: 0.370
Low: 0.340
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+34.62%
3 Months
  -32.69%
YTD
  -25.53%
1 Year
  -53.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.350
1M High / 1M Low: 0.400 0.250
6M High / 6M Low: 0.570 0.190
High (YTD): 2024-08-13 0.570
Low (YTD): 2024-06-12 0.190
52W High: 2023-11-20 0.780
52W Low: 2024-06-12 0.190
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   0.000
Avg. price 1Y:   0.372
Avg. volume 1Y:   0.000
Volatility 1M:   198.92%
Volatility 6M:   144.90%
Volatility 1Y:   121.07%
Volatility 3Y:   -