BNP Paribas Put 15 UTDI 20.12.2024
/ DE000PN7DHT9
BNP Paribas Put 15 UTDI 20.12.202.../ DE000PN7DHT9 /
| 2024-07-09 4:21:13 PM |
Chg.+0.001 |
Bid5:06:42 PM |
Ask5:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+3.03% |
0.034
Bid Size: 30,000 |
0.044
Ask Size: 30,000 |
UTD.INTERNET AG NA |
15.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DHT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.36 |
| Parity: |
-0.55 |
| Time value: |
0.05 |
| Break-even: |
14.55 |
| Moneyness: |
0.73 |
| Premium: |
0.29 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
36.36% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-5.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.035 |
| Low: |
0.031 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
-37.04% |
| YTD |
|
|
-46.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.030 |
| 1M High / 1M Low: |
0.050 |
0.026 |
| 6M High / 6M Low: |
0.069 |
0.023 |
| High (YTD): |
2024-04-16 |
0.069 |
| Low (YTD): |
2024-06-06 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.25% |
| Volatility 6M: |
|
152.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
