BNP Paribas Put 300 AMGN 20.12.2024
/ DE000PN6Z746
BNP Paribas Put 300 AMGN 20.12.20.../ DE000PN6Z746 /
| 7/24/2024 9:50:32 PM |
Chg.+0.030 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+2.50% |
1.240
Bid Size: 11,500 |
1.260
Ask Size: 11,500 |
Amgen Inc |
300.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PN6Z74 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-3.06 |
| Time value: |
1.23 |
| Break-even: |
264.20 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
-0.26 |
| Theta: |
-0.07 |
| Omega: |
-6.49 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.240 |
| High: |
1.260 |
| Low: |
1.170 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
-13.38% |
| 3 Months |
|
|
-68.30% |
| YTD |
|
|
-58.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.120 |
| 1M High / 1M Low: |
1.750 |
1.080 |
| 6M High / 6M Low: |
4.290 |
1.080 |
| High (YTD): |
4/18/2024 |
4.290 |
| Low (YTD): |
7/17/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.18% |
| Volatility 6M: |
|
116.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
