BNP Paribas Put 25 BAYN 15.12.2028
/ DE000PG46F30
BNP Paribas Put 25 BAYN 15.12.202.../ DE000PG46F30 /
| 15/11/2024 08:09:44 |
Chg.0.000 |
Bid18:36:28 |
Ask18:36:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
0.870
Bid Size: 20,000 |
0.910
Ask Size: 20,000 |
BAYER AG NA O.N. |
25.00 EUR |
15/12/2028 |
Put |
Master data
| WKN: |
PG46F3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
15/12/2028 |
| Issue date: |
30/07/2024 |
| Last trading day: |
14/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
0.45 |
| Time value: |
0.44 |
| Break-even: |
16.10 |
| Moneyness: |
1.22 |
| Premium: |
0.21 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
4.71% |
| Delta: |
-0.33 |
| Theta: |
0.00 |
| Omega: |
-0.77 |
| Rho: |
-0.64 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.36% |
| 1 Month |
|
|
+43.33% |
| 3 Months |
|
|
+48.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.660 |
| 1M High / 1M Low: |
0.860 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
