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BNP Paribas Put 140 BEI 21.03.202.../  DE000PN64P85  /

Frankfurt Zert./BNP
2024-11-15  9:50:11 PM Chg.-0.080 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
1.590EUR -4.79% 1.590
Bid Size: 1,887		 1.620
Ask Size: 1,852		 BEIERSDORF AG O.N. 140.00 EUR 2025-03-21 Put
 

Master data

WKN: PN64P8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 2025-03-21
Issue date: 2023-08-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.33
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.61
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 1.61
Time value: 0.08
Break-even: 123.10
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 1.81%
Delta: -0.76
Theta: -0.01
Omega: -5.59
Rho: -0.38
 

Quote data

Open: 1.660
High: 1.680
Low: 1.580
Previous Close: 1.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month  
+45.87%
3 Months
  -4.79%
YTD  
+32.50%
1 Year
  -10.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.590
1M High / 1M Low: 1.670 1.050
6M High / 6M Low: 1.730 0.580
High (YTD): 2024-08-13 1.730
Low (YTD): 2024-06-12 0.580
52W High: 2023-11-20 1.850
52W Low: 2024-06-12 0.580
Avg. price 1W:   1.632
Avg. volume 1W:   0.000
Avg. price 1M:   1.411
Avg. volume 1M:   0.000
Avg. price 6M:   1.089
Avg. volume 6M:   0.000
Avg. price 1Y:   1.129
Avg. volume 1Y:   0.000
Volatility 1M:   145.62%
Volatility 6M:   119.56%
Volatility 1Y:   104.63%
Volatility 3Y:   -