BNP Paribas Put 16 CLN 20.09.2024
/ DE000PN8TKQ3
BNP Paribas Put 16 CLN 20.09.2024/ DE000PN8TKQ3 /
| 2024-07-25 10:04:13 AM |
Chg.+0.02 |
Bid12:52:56 PM |
Ask12:52:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+1.16% |
1.95
Bid Size: 11,000 |
1.99
Ask Size: 11,000 |
CLARIANT N |
16.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
PN8TKQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
1.63 |
| Time value: |
0.05 |
| Break-even: |
15.00 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
2.44% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-7.30 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.83% |
| 1 Month |
|
|
-20.91% |
| 3 Months |
|
|
-48.21% |
| YTD |
|
|
-58.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.57 |
| 1M High / 1M Low: |
2.20 |
1.36 |
| 6M High / 6M Low: |
5.57 |
1.36 |
| High (YTD): |
2024-01-22 |
5.66 |
| Low (YTD): |
2024-07-05 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.32% |
| Volatility 6M: |
|
83.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
