BNP Paribas Put 145 BEI 20.09.2024
/ DE000PN8U131
BNP Paribas Put 145 BEI 20.09.202.../ DE000PN8U131 /
| 8/2/2024 9:50:16 PM |
Chg.+0.020 |
Bid9:55:09 PM |
Ask9:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+1.49% |
1.350
Bid Size: 2,223 |
1.440
Ask Size: 2,084 |
BEIERSDORF AG O.N. |
145.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
PN8U13 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
1.38 |
| Time value: |
0.07 |
| Break-even: |
130.60 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
6.67% |
| Delta: |
-0.81 |
| Theta: |
-0.03 |
| Omega: |
-7.38 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.380 |
| High: |
1.380 |
| Low: |
1.310 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.45% |
| 1 Month |
|
|
+32.04% |
| 3 Months |
|
|
+109.23% |
| YTD |
|
|
+7.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
0.980 |
| 1M High / 1M Low: |
1.360 |
0.820 |
| 6M High / 6M Low: |
1.690 |
0.440 |
| High (YTD): |
4/9/2024 |
1.690 |
| Low (YTD): |
6/12/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.959 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.63% |
| Volatility 6M: |
|
146.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
