BNP Paribas Put 40 KHC 17.01.2025
/ DE000PN63SW0
BNP Paribas Put 40 KHC 17.01.2025/ DE000PN63SW0 /
09/09/2024 17:20:59 |
Chg.-0.020 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-4.76% |
0.400 Bid Size: 60,600 |
0.410 Ask Size: 60,600 |
Kraft Heinz Company |
40.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
14/08/2023 |
Last trading day: |
16/01/2025 |
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): |
10/07/2024 |
0.770 |
Low (YTD): |
30/04/2024 |
0.330 |
52W High: |
12/10/2023 |
0.920 |
52W Low: |
30/04/2024 |
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: |
|
- |