OverviewChartNewsTraderScreen

BNP Paribas Put 130 BEI 20.06.202.../  DE000PN64QB6  /

EUWAX
10/11/2024  3:52:17 PM Chg.0.000 Bid4:46:11 PM Ask4:46:11 PM Underlying Strike price Expiration date Option type
0.680EUR 0.00% 0.660
Bid Size: 15,000		 0.670
Ask Size: 15,000		 BEIERSDORF AG O.N. 130.00 EUR 6/20/2025 Put
 

Master data

WKN: PN64QB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 EUR
Maturity: 6/20/2025
Issue date: 8/11/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.95
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -0.27
Time value: 0.70
Break-even: 123.00
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.94%
Delta: -0.37
Theta: -0.01
Omega: -7.07
Rho: -0.39
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.85%
1 Month
  -25.27%
3 Months  
+17.24%
YTD
  -21.84%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.680
1M High / 1M Low: 0.970 0.610
6M High / 6M Low: 1.130 0.450
High (YTD): 8/13/2024 1.130
Low (YTD): 5/23/2024 0.450
52W High: 10/27/2023 1.490
52W Low: 5/23/2024 0.450
Avg. price 1W:   0.715
Avg. volume 1W:   0.000
Avg. price 1M:   0.777
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   0.844
Avg. volume 1Y:   0.000
Volatility 1M:   122.48%
Volatility 6M:   105.93%
Volatility 1Y:   96.36%
Volatility 3Y:   -