BNP Paribas Put 15 CLN 20.12.2024/  DE000PN7C479  /

Frankfurt Zert./BNP
7/25/2024  1:21:25 PM Chg.+0.160 Bid1:24:25 PM Ask1:24:25 PM Underlying Strike price Expiration date Option type
1.410EUR +12.80% 1.420
Bid Size: 12,000
1.440
Ask Size: 12,000
CLARIANT N 15.00 CHF 12/20/2024 Put
 

Master data

WKN: PN7C47
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CLARIANT N
Type: Warrant
Option type: Put
Strike price: 15.00 CHF
Maturity: 12/20/2024
Issue date: 8/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -11.85
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.58
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.58
Time value: 0.69
Break-even: 14.36
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.60%
Delta: -0.52
Theta: 0.00
Omega: -6.12
Rho: -0.04
 

Quote data

Open: 1.330
High: 1.410
Low: 1.330
Previous Close: 1.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.18%
1 Month
  -18.50%
3 Months
  -48.35%
YTD
  -58.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.100
1M High / 1M Low: 1.730 1.050
6M High / 6M Low: 4.690 1.050
High (YTD): 1/17/2024 4.720
Low (YTD): 7/5/2024 1.050
52W High: - -
52W Low: - -
Avg. price 1W:   1.204
Avg. volume 1W:   0.000
Avg. price 1M:   1.277
Avg. volume 1M:   0.000
Avg. price 6M:   2.715
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.12%
Volatility 6M:   94.11%
Volatility 1Y:   -
Volatility 3Y:   -