BNP Paribas Put 22 ZAL 17.12.2027
/ DE000PG46SP3
BNP Paribas Put 22 ZAL 17.12.2027/ DE000PG46SP3 /
| 12/11/2024 18:18:19 |
Chg.+0.010 |
Bid20:37:22 |
Ask20:37:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.490
Bid Size: 20,000 |
0.540
Ask Size: 20,000 |
ZALANDO SE |
22.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PG46SP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
30/07/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.44 |
| Parity: |
-0.57 |
| Time value: |
0.53 |
| Break-even: |
16.70 |
| Moneyness: |
0.80 |
| Premium: |
0.40 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-1.08 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.480 |
| 1M High / 1M Low: |
0.510 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
