BNP Paribas Put 15 CLN 20.12.2024
/ DE000PN7C479
BNP Paribas Put 15 CLN 20.12.2024/ DE000PN7C479 /
7/25/2024 4:21:21 PM |
Chg.+0.090 |
Bid5:18:26 PM |
Ask5:18:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.340EUR |
+7.20% |
- Bid Size: - |
- Ask Size: - |
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: |
1.420 |
Low: |
1.330 |
Previous Close: |
1.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.82% |
1 Month |
|
|
-22.54% |
3 Months |
|
|
-50.92% |
YTD |
|
|
-60.59% |
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: |
|
- |