BNP Paribas Put 25 INTC 15.11.2024
/ DE000PG6YRU3
BNP Paribas Put 25 INTC 15.11.202.../ DE000PG6YRU3 /
| 2024-11-13 9:50:22 PM |
Chg.-0.580 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-62.37% |
0.400
Bid Size: 7,500 |
0.450
Ask Size: 6,667 |
Intel Corporation |
25.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
PG6YRU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.47 |
| Parity: |
0.79 |
| Time value: |
0.17 |
| Break-even: |
22.59 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.05 |
| Spread %: |
5.49% |
| Delta: |
-0.74 |
| Theta: |
-0.09 |
| Omega: |
-17.61 |
| Rho: |
0.00 |
Quote data
| Open: |
1.020 |
| High: |
1.040 |
| Low: |
0.340 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
-85.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.170 |
| 1M High / 1M Low: |
3.660 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
843.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
