BNP Paribas Put 35 KHC 20.12.2024
/ DE000PN63SS8
BNP Paribas Put 35 KHC 20.12.2024/ DE000PN63SS8 /
| 8/2/2024 9:50:36 PM |
Chg.-0.030 |
Bid9:55:43 PM |
Ask9:55:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-16.67% |
0.160
Bid Size: 50,000 |
0.170
Ask Size: 50,000 |
Kraft Heinz Company |
35.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PN63SS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/14/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.10 |
| Time value: |
0.17 |
| Break-even: |
30.38 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-7.20 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.150 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.28% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
-34.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.150 |
| 1M High / 1M Low: |
0.360 |
0.150 |
| 6M High / 6M Low: |
0.360 |
0.130 |
| High (YTD): |
7/10/2024 |
0.360 |
| Low (YTD): |
4/30/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.08% |
| Volatility 6M: |
|
143.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
