BNP Paribas Put 15 CLN 20.12.2024
/ DE000PN7C479
BNP Paribas Put 15 CLN 20.12.2024/ DE000PN7C479 /
| 2024-07-04 4:21:21 PM |
Chg.+0.060 |
Bid5:15:00 PM |
Ask5:15:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
15.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN7C47 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.31 |
| Time value: |
0.84 |
| Break-even: |
14.27 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-6.18 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.100 |
| High: |
1.220 |
| Low: |
1.100 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.46% |
| 1 Month |
|
|
-33.70% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-64.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.140 |
| 1M High / 1M Low: |
1.980 |
1.140 |
| 6M High / 6M Low: |
4.720 |
1.140 |
| High (YTD): |
2024-01-17 |
4.720 |
| Low (YTD): |
2024-07-03 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.98% |
| Volatility 6M: |
|
86.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
