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BNP Paribas Put 40 KHC 17.01.2025/  DE000PN63SW0  /

EUWAX
09/09/2024  09:27:23 Chg.+0.020 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.400EUR +5.26% -
Bid Size: -		 -
Ask Size: -		 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: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -20.00%
3 Months
  -24.53%
YTD
  -11.11%
1 Year
  -45.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.380
1M High / 1M Low: 0.580 0.380
6M High / 6M Low: 0.760 0.330
High (YTD): 11/07/2024 0.760
Low (YTD): 30/04/2024 0.330
52W High: 12/10/2023 0.920
52W Low: 30/04/2024 0.330
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.531
Avg. volume 6M:   0.000
Avg. price 1Y:   0.561
Avg. volume 1Y:   0.000
Volatility 1M:   103.98%
Volatility 6M:   98.43%
Volatility 1Y:   90.43%
Volatility 3Y:   -