BNP Paribas Put 135 BEI 20.09.2024
/ DE000PN8U115
BNP Paribas Put 135 BEI 20.09.202.../ DE000PN8U115 /
8/20/2024 9:50:12 PM |
Chg.-0.040 |
Bid8/20/2024 |
Ask8/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
-3.81% |
- Bid Size: - |
- Ask Size: - |
BEIERSDORF AG O.N. |
135.00 - |
9/20/2024 |
Put |
Master data
WKN: |
PN8U11 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 - |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
8/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.64 |
Historic volatility: |
0.14 |
Parity: |
0.72 |
Time value: |
0.33 |
Break-even: |
124.60 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.03 |
Spread %: |
2.97% |
Delta: |
-0.65 |
Theta: |
-0.21 |
Omega: |
-7.97 |
Rho: |
-0.03 |
Quote data
Open: |
1.050 |
High: |
1.090 |
Low: |
0.990 |
Previous Close: |
1.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+9.78% |
3 Months |
|
|
+380.95% |
YTD |
|
|
+38.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.150 |
0.920 |
6M High / 6M Low: |
1.150 |
0.180 |
High (YTD): |
8/13/2024 |
1.150 |
Low (YTD): |
6/12/2024 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.482 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.07% |
Volatility 6M: |
|
178.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |