BNP Paribas Put 140 BEI 20.09.2024
/ DE000PN8U123
BNP Paribas Put 140 BEI 20.09.202.../ DE000PN8U123 /
| 7/9/2024 1:50:12 PM |
Chg.-0.060 |
Bid2:07:26 PM |
Ask2:07:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-10.71% |
0.490
Bid Size: 6,123 |
0.500
Ask Size: 6,000 |
BEIERSDORF AG O.N. |
140.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
PN8U12 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.21 |
| Time value: |
0.38 |
| Break-even: |
134.10 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-11.99 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
-60.94% |
| YTD |
|
|
-48.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.560 |
| 1M High / 1M Low: |
0.690 |
0.280 |
| 6M High / 6M Low: |
1.280 |
0.280 |
| High (YTD): |
4/9/2024 |
1.280 |
| Low (YTD): |
6/12/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.87% |
| Volatility 6M: |
|
159.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
