BNP Paribas Put 15 CLN 20.12.2024
/ DE000PN7C479
BNP Paribas Put 15 CLN 20.12.2024/ DE000PN7C479 /
| 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: |
|
- |
