BNP Paribas Put 16 UTDI 20.12.2024
/ DE000PN7DHU7
BNP Paribas Put 16 UTDI 20.12.202.../ DE000PN7DHU7 /
| 2024-07-09 4:21:12 PM |
Chg.+0.002 |
Bid5:05:16 PM |
Ask5:05:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+4.26% |
0.048
Bid Size: 30,000 |
0.058
Ask Size: 30,000 |
UTD.INTERNET AG NA |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DHU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
-0.45 |
| Time value: |
0.06 |
| Break-even: |
15.41 |
| Moneyness: |
0.78 |
| Premium: |
0.25 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
25.53% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-5.39 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.045 |
| High: |
0.050 |
| Low: |
0.045 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.77% |
| 1 Month |
|
|
+32.43% |
| 3 Months |
|
|
-33.78% |
| YTD |
|
|
-40.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.042 |
| 1M High / 1M Low: |
0.070 |
0.036 |
| 6M High / 6M Low: |
0.090 |
0.033 |
| High (YTD): |
2024-04-16 |
0.090 |
| Low (YTD): |
2024-06-06 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.48% |
| Volatility 6M: |
|
139.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
