BNP Paribas Put 28 ZAL 17.12.2027
/ DE000PG46SR9
BNP Paribas Put 28 ZAL 17.12.2027/ DE000PG46SR9 /
| 2024-11-12 6:18:19 PM |
Chg.0.000 |
Bid8:37:22 PM |
Ask8:37:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
0.00% |
0.790
Bid Size: 20,000 |
0.840
Ask Size: 20,000 |
ZALANDO SE |
28.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PG46SR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.44 |
| Parity: |
0.03 |
| Time value: |
0.80 |
| Break-even: |
19.70 |
| Moneyness: |
1.01 |
| Premium: |
0.29 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-0.97 |
| Rho: |
-0.51 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.76% |
| 3 Months |
|
|
-20.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.790 |
| 1M High / 1M Low: |
0.830 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
