BNP Paribas Put 150 BEI 20.12.2024
/ DE000PN8U149
BNP Paribas Put 150 BEI 20.12.202.../ DE000PN8U149 /
| 8/12/2024 9:50:15 PM |
Chg.+0.170 |
Bid8/12/2024 |
Ask8/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
150.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
PN8U14 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.14 |
| Parity: |
2.22 |
| Time value: |
0.37 |
| Break-even: |
124.20 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.18% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-3.46 |
| Rho: |
-0.32 |
Quote data
| Open: |
2.330 |
| High: |
2.550 |
| Low: |
2.330 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
+174.19% |
| YTD |
|
|
+48.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.550 |
2.380 |
| 6M High / 6M Low: |
2.550 |
0.850 |
| High (YTD): |
8/12/2024 |
2.550 |
| Low (YTD): |
6/12/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
104.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
