BNP Paribas Put 130 BEI 20.09.2024
/ DE000PN8U107
BNP Paribas Put 130 BEI 20.09.202.../ DE000PN8U107 /
2024-08-02 9:50:17 PM |
Chg.+0.020 |
Bid9:52:31 PM |
Ask9:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+5.88% |
0.360 Bid Size: 8,334 |
0.410 Ask Size: 7,318 |
BEIERSDORF AG O.N. |
130.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
PN8U10 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-36.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
-0.19 |
Time value: |
0.36 |
Break-even: |
126.40 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
5.88% |
Delta: |
-0.40 |
Theta: |
-0.04 |
Omega: |
-14.59 |
Rho: |
-0.08 |
Quote data
Open: |
0.350 |
High: |
0.370 |
Low: |
0.330 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+89.47% |
1 Month |
|
|
+38.46% |
3 Months |
|
|
+56.52% |
YTD |
|
|
-33.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.190 |
1M High / 1M Low: |
0.340 |
0.180 |
6M High / 6M Low: |
0.640 |
0.110 |
High (YTD): |
2024-04-10 |
0.640 |
Low (YTD): |
2024-06-12 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.311 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.72% |
Volatility 6M: |
|
178.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |