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BNP Paribas Put 130 BEI 21.03.202.../  DE000PN64P77  /

Frankfurt Zert./BNP
2024-11-15  9:50:16 PM Chg.-0.050 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
0.810EUR -5.81% 0.810
Bid Size: 3,704		 0.830
Ask Size: 3,615		 BEIERSDORF AG O.N. 130.00 EUR 2025-03-21 Put
 

Master data

WKN: PN64P7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 EUR
Maturity: 2025-03-21
Issue date: 2023-08-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.08
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.61
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.61
Time value: 0.27
Break-even: 121.20
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.33%
Delta: -0.60
Theta: -0.02
Omega: -8.40
Rho: -0.29
 

Quote data

Open: 0.860
High: 0.870
Low: 0.810
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.25%
1 Month  
+47.27%
3 Months
  -16.49%
YTD  
+6.58%
1 Year
  -30.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.810
1M High / 1M Low: 0.870 0.530
6M High / 6M Low: 1.040 0.340
High (YTD): 2024-08-13 1.040
Low (YTD): 2024-06-17 0.340
52W High: 2023-11-20 1.230
52W Low: 2024-06-17 0.340
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   0.661
Avg. volume 1Y:   0.000
Volatility 1M:   178.18%
Volatility 6M:   135.64%
Volatility 1Y:   116.13%
Volatility 3Y:   -