BNP Paribas Put 200 UHR 20.12.2024
/ DE000PN8TUX8
BNP Paribas Put 200 UHR 20.12.202.../ DE000PN8TUX8 /
7/15/2024 2:21:50 PM |
Chg.- |
Bid9:56:35 AM |
Ask9:56:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.20EUR |
- |
3.15 Bid Size: 11,500 |
3.19 Ask Size: 11,500 |
SWATCH GROUP I |
200.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
9/26/2023 |
Last trading day: |
12/19/2024 |
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: |
3.20 |
Previous Close: |
2.01 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.85% |
1 Month |
|
|
+44.14% |
3 Months |
|
|
+42.22% |
YTD |
|
|
+131.88% |
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): |
7/15/2024 |
3.20 |
Low (YTD): |
2/16/2024 |
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: |
|
- |