BNP Paribas Put 25 DUE 20.09.2024
/ DE000PN8VG47
BNP Paribas Put 25 DUE 20.09.2024/ DE000PN8VG47 /
| 8/12/2024 6:09:54 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DUERR AG O.N. |
25.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
PN8VG4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.31 |
| Parity: |
0.53 |
| Time value: |
0.08 |
| Break-even: |
19.00 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.08 |
| Spread %: |
15.38% |
| Delta: |
-0.74 |
| Theta: |
-0.05 |
| Omega: |
-2.43 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.520 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
+136.36% |
| YTD |
|
|
+13.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.580 |
0.380 |
| 6M High / 6M Low: |
0.580 |
0.160 |
| High (YTD): |
8/6/2024 |
0.580 |
| Low (YTD): |
5/14/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.79% |
| Volatility 6M: |
|
138.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
