BNP Paribas Put 340 MUV2 20.12.2024
/ DE000PE87BD4
BNP Paribas Put 340 MUV2 20.12.20.../ DE000PE87BD4 /
08/10/2024 13:50:12 |
Chg.-0.004 |
Bid08/10/2024 |
Ask08/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
-4.88% |
0.078 Bid Size: 75,000 |
0.088 Ask Size: 75,000 |
MUENCH.RUECKVERS.VNA... |
340.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
PE87BD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-333.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
-12.70 |
Time value: |
0.14 |
Break-even: |
338.60 |
Moneyness: |
0.73 |
Premium: |
0.27 |
Premium p.a.: |
2.37 |
Spread abs.: |
0.06 |
Spread %: |
70.73% |
Delta: |
-0.04 |
Theta: |
-0.05 |
Omega: |
-12.23 |
Rho: |
-0.04 |
Quote data
Open: |
0.088 |
High: |
0.090 |
Low: |
0.060 |
Previous Close: |
0.082 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.85% |
1 Month |
|
|
-48.00% |
3 Months |
|
|
-64.55% |
YTD |
|
|
-95.24% |
1 Year |
|
|
-96.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.082 |
0.070 |
1M High / 1M Low: |
0.120 |
0.064 |
6M High / 6M Low: |
0.860 |
0.064 |
High (YTD): |
09/01/2024 |
1.630 |
Low (YTD): |
30/09/2024 |
0.064 |
52W High: |
20/10/2023 |
2.140 |
52W Low: |
30/09/2024 |
0.064 |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.299 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.780 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
154.17% |
Volatility 6M: |
|
192.89% |
Volatility 1Y: |
|
156.60% |
Volatility 3Y: |
|
- |