BNP Paribas Put 20 EVK 20.09.2024
/ DE000PN8VK66
BNP Paribas Put 20 EVK 20.09.2024/ DE000PN8VK66 /
9/6/2024 9:20:32 PM |
Chg.+0.009 |
Bid8:01:44 AM |
Ask8:01:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
+22.50% |
0.044 Bid Size: 10,000 |
0.066 Ask Size: 10,000 |
EVONIK INDUSTRIES NA... |
20.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
PN8VK6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.36 |
Historic volatility: |
0.19 |
Parity: |
0.04 |
Time value: |
0.03 |
Break-even: |
19.27 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.02 |
Spread %: |
43.14% |
Delta: |
-0.59 |
Theta: |
-0.02 |
Omega: |
-15.95 |
Rho: |
0.00 |
Quote data
Open: |
0.041 |
High: |
0.050 |
Low: |
0.037 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+96.00% |
1 Month |
|
|
-74.21% |
3 Months |
|
|
-72.78% |
YTD |
|
|
-81.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.049 |
0.025 |
1M High / 1M Low: |
0.190 |
0.025 |
6M High / 6M Low: |
0.390 |
0.025 |
High (YTD): |
1/23/2024 |
0.400 |
Low (YTD): |
9/2/2024 |
0.025 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.164 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
355.77% |
Volatility 6M: |
|
199.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |