BNP Paribas Put 16 CLZNF 20.09.2024
/ DE000PN8TKQ3
BNP Paribas Put 16 CLZNF 20.09.20.../ DE000PN8TKQ3 /
| 8/12/2024 10:15:44 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Clariant AG |
16.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PN8TKQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Clariant AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.27 |
| Parity: |
2.06 |
| Time value: |
1.87 |
| Break-even: |
12.07 |
| Moneyness: |
1.15 |
| Premium: |
0.13 |
| Premium p.a.: |
7.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.03% |
| Delta: |
-0.52 |
| Theta: |
-0.06 |
| Omega: |
-1.84 |
| Rho: |
-0.01 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+126.63% |
| 3 Months |
|
|
+97.42% |
| YTD |
|
|
-7.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.08 |
1.69 |
| 6M High / 6M Low: |
5.55 |
1.36 |
| High (YTD): |
1/22/2024 |
5.66 |
| Low (YTD): |
7/5/2024 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.44% |
| Volatility 6M: |
|
133.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
