BNP Paribas Put 200 UHR 20.12.2024
/ DE000PN8TUX8
BNP Paribas Put 200 UHR 20.12.202.../ DE000PN8TUX8 /
| 16/07/2024 10:19:50 |
Chg.-0.01 |
Bid10:52:32 |
Ask10:52:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
-0.31% |
3.17
Bid Size: 11,500 |
3.21
Ask Size: 11,500 |
SWATCH GROUP I |
200.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
3.18 |
| Time value: |
0.07 |
| Break-even: |
172.71 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.25% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-4.11 |
| Rho: |
-0.71 |
Quote data
| Open: |
3.20 |
| High: |
3.20 |
| Low: |
3.19 |
| Previous Close: |
3.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.37% |
| 1 Month |
|
|
+43.69% |
| 3 Months |
|
|
+41.78% |
| YTD |
|
|
+131.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.01 |
| 1M High / 1M Low: |
3.20 |
1.88 |
| 6M High / 6M Low: |
3.20 |
1.43 |
| High (YTD): |
15/07/2024 |
3.20 |
| Low (YTD): |
16/02/2024 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.77% |
| Volatility 6M: |
|
144.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
