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BNP Paribas Put 40 KHC 17.01.2025/  DE000PN63SW0  /

Frankfurt Zert./BNP
9/9/2024  3:20:20 PM Chg.-0.020 Bid3:25:01 PM Ask3:25:01 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% 0.410
Bid Size: 30,200		 0.440
Ask Size: 30,200		 Kraft Heinz Company 40.00 USD 1/17/2025 Put
 

Master data

WKN: PN63SW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Kraft Heinz Company
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 1/17/2025
Issue date: 8/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.52
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.38
Time value: 0.05
Break-even: 31.78
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.69
Theta: 0.00
Omega: -5.18
Rho: -0.09
 

Quote data

Open: 0.410
High: 0.420
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -18.37%
3 Months
  -27.27%
YTD
  -13.04%
1 Year
  -45.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.390
1M High / 1M Low: 0.580 0.390
6M High / 6M Low: 0.770 0.330
High (YTD): 7/10/2024 0.770
Low (YTD): 4/30/2024 0.330
52W High: 10/12/2023 0.920
52W Low: 4/30/2024 0.330
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   110.13%
Volatility 6M:   104.69%
Volatility 1Y:   91.54%
Volatility 3Y:   -