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BNP Paribas Put 140 BEI 20.06.202.../  DE000PN64QC4  /

Frankfurt Zert./BNP
2024-09-09  10:50:15 AM Chg.0.000 Bid11:13:23 AM Ask11:13:23 AM Underlying Strike price Expiration date Option type
1.460EUR 0.00% 1.450
Bid Size: 11,000		 1.460
Ask Size: 11,000		 BEIERSDORF AG O.N. 140.00 EUR 2025-06-20 Put
 

Master data

WKN: PN64QC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.58
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 1.22
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 1.22
Time value: 0.28
Break-even: 125.10
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.36%
Delta: -0.59
Theta: -0.01
Omega: -5.07
Rho: -0.70
 

Quote data

Open: 1.490
High: 1.490
Low: 1.440
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.45%
1 Month
  -10.43%
3 Months  
+89.61%
YTD  
+12.31%
1 Year
  -28.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.280
1M High / 1M Low: 1.820 1.260
6M High / 6M Low: 1.820 0.730
High (YTD): 2024-08-13 1.820
Low (YTD): 2024-06-12 0.730
52W High: 2023-10-04 2.150
52W Low: 2024-06-12 0.730
Avg. price 1W:   1.360
Avg. volume 1W:   0.000
Avg. price 1M:   1.521
Avg. volume 1M:   0.000
Avg. price 6M:   1.130
Avg. volume 6M:   0.000
Avg. price 1Y:   1.361
Avg. volume 1Y:   0.000
Volatility 1M:   74.65%
Volatility 6M:   80.28%
Volatility 1Y:   77.54%
Volatility 3Y:   -