BNP Paribas Put 200 UHR 20.12.2024
/ DE000PN8TUX8
BNP Paribas Put 200 UHR 20.12.202.../ DE000PN8TUX8 /
| 2024-07-31 9:20:59 AM |
Chg.-0.060 |
Bid9:59:44 AM |
Ask9:59:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
-2.48% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PN8TUX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
2.13 |
| Time value: |
0.30 |
| Break-even: |
185.20 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
-0.68 |
| Theta: |
-0.02 |
| Omega: |
-5.29 |
| Rho: |
-0.59 |
Quote data
| Open: |
2.360 |
| High: |
2.360 |
| Low: |
2.360 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.92% |
| 1 Month |
|
|
+0.43% |
| 3 Months |
|
|
+5.83% |
| YTD |
|
|
+69.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.420 |
| 1M High / 1M Low: |
3.300 |
1.930 |
| 6M High / 6M Low: |
3.300 |
1.450 |
| High (YTD): |
2024-07-15 |
3.300 |
| Low (YTD): |
2024-02-19 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.058 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.41% |
| Volatility 6M: |
|
153.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
